Let C be the Wiener space and
K be the space of complex valued continuous functions on 0 ≦ t ≦ 1 which vanish
at t = 0. The Fourier-Wiener transform of a functional F[x], x ∈ K, is by
definition
Let E0 be the class of functionals F[x] of the type
where ΦF(ζ1,⋯,ζn) is an entire function of the n complex variables {ζj} of the
exponential type and {αj} are n linearly independent real functions of bounded
variation on 0 ≦ t ≦ 1. Let Em be the class of functionals which are mean continuous,
entire and of mean exponential type.
We define the convolution of two functionals F1, F2 to be
Then if F1,F2 ∈ E0 or F1,F2 ∈ Em, the convolution of F1, F2 exists for every
x ∈ K and furthermore
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