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Applied Mathematics and Optimization, Vol.48, No.1, 67-92, 2003
A generalized analytic operator-valued function space integral and a related integral equation
We introduce a generalized Wiener measure associated with a Gaussian Markov process and define a generalized analytic operator-valued function space integral as a bounded linear operator from L-p into L-p' (1 < p &LE; 2) by the analytic continuation of the generalized Wiener integral. We prove the existence of the integral for certain functionals which involve some Borel measures. Also we show that the generalized analytic operator-valued function space integral satisfies an integral equation related to the generalized Schrodinger equation. The resulting theorems extend the theory of operator-valued function space integrals substantially and previous theorems about these integrals are generalized by our results.
Keywords:a generalized Wiener measure space;a Gaussian Markov process;a generalized analytic operator-valued function space integral