Conditional Fourier-Feynman Transforms with Drift on a Function Space

Abstract EN

In this paper we derive change of scale formulas for conditional analytic Fourier-Feynman transforms and conditional convolution products of the functions which are the products of generalized cylinder functions and the functions in a Banach algebra which is the space of generalized Fourier transforms of the complex Borel measures on L2[0,T] using two simple formulas for conditional expectations with a drift on an analogue of Wiener space.

Then we prove that the conditional transform of the conditional convolution product can be expressed by the product of the conditional transforms of each function.

Finally we establish various changes of scale formulas for the conditional transforms and the conditional convolution products.