Convolution and Fourier-Feynman Transforms
Timothy Huffman, Chull Park, David Skoug · Rocky Mountain Journal of Mathematics · 1997
In this paper, for a class of funtionals on Wiener space of the form F(x) = exp{∫T0 f(t, x(t)) dt}, we show that the Fourier-Feynman transform of the convolution product is a product of Fourier-Feynman transforms. This allows us to compute the transform of the convolution product without computing the convolution product.