Generalized analytic Fourier-Feynman transforms with respect to Gaussian processes on function space

Abstract

In this article, we introduce a generalized analytic Fourier-Feynman transform and a multiple generalized analytic Fourier-Feynman transform with respect to Gaussian processes on the function space C a,b [0, T] induced by generalized Brownian motion process. We derive a rotation formula for our multiple generalized analytic Fourier-Feynman transform.