Analytic Fourier–Feynman transforms and convolution products associated with Gaussian processes on Wiener space

Abstract

Using Gaussian processes, we define a very general convolution product of functionals on Wiener space and we investigate fundamental relationships between the generalized Fourier–Feynman transforms and the generalized convolution products. Using two rotation theorems of Gaussian processes, we establish that both of the generalized Fourier–Feynman transform of the generalized convolution product and the generalized convolution product of the generalized Fourier–Feynman transforms of functionals on Wiener space are represented as products of the generalized Fourier–Feynman transforms of each functional, with examples.