  In this paper we study an analytic Yeh--Feynman integral and an analytic
Yeh--Fourier--Feynman transform associated with Gaussian processes. Fubini
theorems involving the generalized analytic Yeh--Feynman integrals are
established. The Fubini theorems investigated in this paper are to express the
iterated generalized Yeh--Feynman integrals associated with Gaussian processes
as a single generalized Yeh--Feynman integral. Using our Fubini theorems, we
next examined fundamental relationships (with extended versions) between
generalized Yeh--Fourier--Feynman transforms and convolution products (with
respect to Gaussian processes) of functionals on Yeh--Wiener space.
