Generalized Integral Transforms via the Series Expressions
Keyword(s):
From the change of variable formula on the Wiener space, we calculate various integral transforms for functionals on the Wiener space. However, not all functionals can be obtained by using this formula. In the process of calculating the integral transform introduced by Lee, this formula is also used, but it is also not possible to calculate for all the functionals. In this paper, we define a generalized integral transform. We then introduce a new method to evaluate the generalized integral transform for functionals using series expressions. Our method can be used to evaluate various functionals that cannot be calculated by conventional methods.
2001 ◽
Vol 16
(6)
◽
pp. 1660-1667
◽
Keyword(s):
2005 ◽
Vol 18
(3)
◽
pp. 499-535
◽
2012 ◽
Vol 86-87
◽
pp. 11-14
◽
1984 ◽
Vol 36
(5)
◽
pp. 924-960
◽
Keyword(s):