A space of generalized Brownian motion path-valued continuous functions with application

2019/03/29 by Seung Jun Chang, Jae Gil Choi, Chang, Seung Jun +1
Economics, Econometrics and Finance · Mathematics · #28C20 #46G12 #60J65 #Advanced Banach Space Theory #Advanced Harmonic Analysis Research #FOS: Mathematics #Functional Analysis (math.FA) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1903.12413

openalex publication_date 2019/03/29 · openalex created_date 2019/04/11 · openalex updated_date 2026/07/28

Abstract

In this paper, we introduce the paths space \mathcal C₀^gBm which is consists of generalized Brownian motion path-valued continuous functions on [0,T]. We next present several relevant examples of the paths space integral. We then discuss the concept of the analytic Feynman integration theory for functionals F on the paths space \mathcal C₀^gBm.

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