Ji, Un Cig
(Department of Mathematics, Research institute of Mathematical Finance, Chungbuk National University)
Kim, Young Yi
(Research institute for Natural Science, Hanyang University)
Park, Yoon Jung
(Department of Mathematics, Chungbuk National University)
In this paper, we study the Yeh convolution of white noise functionals. We first introduce the notion of Yeh convolution of test white noise functionals and prove a dual property of the Yeh convolution. By applying the dual object of the Yeh convolution, we study the Yeh convolution of generalized white noise functionals, which is a non-trivial extension. Finally, we study relations between the Yeh convolution and Fourier-Gauss, Fourier-Mehler transform.