Cameron-Storvick theorem associated with Gaussian paths on function space

Abstract

The purpose of this paper is to provide a more general Cameron-Storvick theorem for the generalized analytic Feynman integral associated with Gaussian process ${\mathcal{Z}}_k$ on a very general Wiener space $C_{a,b}[0,T]$. The general Wiener space $C_{a,b}[0,T]$ can be considered as the set of all continuous sample paths of the generalized Brownian motion process determined by continuous functions $a(t)$ and $b(t)$ on $[0,T]$. As an interesting application, we apply this theorem to evaluate the generalized analytic Feynman integral of certain monomials in terms of Paley-Wiener-Zygmund stochastic integrals.