Affiliation:
1. Department of Mathematics, Dankook University, Cheonan 31116, Republic of Korea
Abstract
In this paper, we first establish an evaluation formula to calculate Wiener integrals of functionals on Wiener space. We then apply our evaluation formula to carry out easy an calculation for the analytic Fourier–Feynman transform of the functionals. Some examples are furnished to illustrate the usefulness of the evaluation formula. Finally, using the evaluation formula, we establish the series approximation for the analytic Fourier–Feynman transform.
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