论文标题
fubini定理用于与应用程序的高斯流程相关的分析YEH-FEYNMAN积分
Fubini theorems for analytic Yeh-Feynman integrals associated with Gaussian processes with applications
论文作者
论文摘要
在本文中,我们研究了与高斯工艺相关的分析性Yeh-近似YEHMAN的积分和一个分析性Yeh- Yeh--近亲 - 近亲变换。建立了涉及广义分析YEH的fubini定理 - - 耶恩曼积分。本文研究的fubini定理是为了表达与高斯过程相关的迭代广义Yeh--feynman积分作为单个广义Yeh--feynman积分。使用我们的fubini定理,我们接下来研究了广义Yeh- Yeh- Yeh- Yeh-Feynman的转换和卷积产品(相对于高斯流程)的基本关系(具有扩展版本)。
In this paper we study an analytic Yeh--Feynman integral and an analytic Yeh--Fourier--Feynman transform associated with Gaussian processes. Fubini theorems involving the generalized analytic Yeh--Feynman integrals are established. The Fubini theorems investigated in this paper are to express the iterated generalized Yeh--Feynman integrals associated with Gaussian processes as a single generalized Yeh--Feynman integral. Using our Fubini theorems, we next examined fundamental relationships (with extended versions) between generalized Yeh--Fourier--Feynman transforms and convolution products (with respect to Gaussian processes) of functionals on Yeh--Wiener space.