A Cameron-Storvick type theorem on $C_{a,b}^2[0,T]$ with applications

Abstract

The purpose of this paper is to establish a very general Cameron-Storvick theorem involving the generalized analytic Feynman integral of functionals on the product function space $C_{a,b}^2[0,T]$. The function space $C_{a,b}[0,T]$ can be induced by the generalized Brownian motion process associated with continuous functions $a$ and $b$. To do this we first introduce the class ${\mathcal{F}}_{A_1,A_2}^{a,b}$ of functionals on $C_{a,b}^2[0,T]$ which is a generalization of the Kallianpur and Bromley Fresnel class ${\mathcal{F}}_{A_1,A_2}$. We then proceed to establish a Cameron-Storvick type theorem on the product function space $C_{a,b}^2[0,T]$. Finally we use our Cameron--Storvick type theorem to obtain several meaningful results and examples.