AbstractLet Cr[0,t] be the function space of the vector-valued continuous paths x:[0,t]→ℝr and define Xt:Cr[0,t]→ℝ(n+1)r by Xt(x)=(x(0),x(t1),…,x(tn)), where 0<t1<⋯<tn=t. In this paper, using a simple formula for the conditional expectations of the functions on Cr[0,t] given Xt, we evaluate the conditional analytic Feynman integral Eanfq[Ft∣Xt] of Ft given by where θ(s,⋅) are the Fourier–Stieltjes transforms of the complex Borel measures on ℝr, and provide an inversion formula for Eanfq[Ft∣Xt]. Then we present an existence theorem for the solution of an integral equation including the integral equation which is formally equivalent to the Schrödinger differential equation. We show that the solution can be expressed by Eanfq[Ft∣Xt] and a probability distribution on ℝr when Xt(x)=(x(0),x(t)).
A FUBINI THEOREM FOR GENERALIZED ANALYTIC FEYNMAN INTEGRAL ON FUNCTION SPACE