• Title/Summary/Keyword: Analytic Wiener integral

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RELATIONSHIP BETWEEN THE WIENER INTEGRAL AND THE ANALYTIC FEYNMAN INTEGRAL OF CYLINDER FUNCTION

  • Kim, Byoung Soo
    • Journal of the Chungcheong Mathematical Society
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    • v.27 no.2
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    • pp.249-260
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    • 2014
  • Cameron and Storvick discovered a change of scale formula for Wiener integral of functionals in a Banach algebra $\mathcal{S}$ on classical Wiener space. We express the analytic Feynman integral of cylinder function as a limit of Wiener integrals. Moreover we obtain the same change of scale formula as Cameron and Storvick's result for Wiener integral of cylinder function. Our result cover a restricted version of the change of scale formula by Kim.

OPERATOR-VALUED FUNCTION SPACE INTEGRALS VIA CONDITIONAL INTEGRALS ON AN ANALOGUE WIENER SPACE II

  • Cho, Dong Hyun
    • Bulletin of the Korean Mathematical Society
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    • v.53 no.3
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    • pp.903-924
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    • 2016
  • In the present paper, using a simple formula for the conditional expectations given a generalized conditioning function over an analogue of vector-valued Wiener space, we prove that the analytic operator-valued Feynman integrals of certain classes of functions over the space can be expressed by the conditional analytic Feynman integrals of the functions. We then provide the conditional analytic Feynman integrals of several functions which are the kernels of the analytic operator-valued Feynman integrals.

CHANGE OF SCALE FORMULAS FOR CONDITIONAL WIENER INTEGRALS AS INTEGRAL TRANSFORMS OVER WIENER PATHS IN ABSTRACT WIENER SPACE

  • Cho, Dong-Hyun
    • Communications of the Korean Mathematical Society
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    • v.22 no.1
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    • pp.91-109
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    • 2007
  • In this paper, we derive a change of scale formula for conditional Wiener integrals, as integral transforms, of possibly unbounded functions over Wiener paths in abstract Wiener space. In fact, we derive the change of scale formula for the product of the functions in a Banach algebra which is equivalent to both the Fresnel class and the space of measures of bounded variation over a real separable Hilbert space, and the $L_p-type$cylinder functions over Wiener paths in abstract Wiener space. As an application of the result, we obtain a change of scale formula for the conditional analytic Fourier-Feynman transform of the product of the functions.

ANALYTIC FOURIER-FEYNMAN TRANSFORM AND FIRST VARIATION ON ABSTRACT WIENER SPACE

  • Chang, Kun-Soo;Song, Teuk-Seob;Yoo, Il
    • Journal of the Korean Mathematical Society
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    • v.38 no.2
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    • pp.485-501
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    • 2001
  • In this paper we express analytic Feynman integral of the first variation of a functional F in terms of analytic Feynman integral of the product F with a linear factor and obtain an integration by parts formula of the analytic Feynman integral of functionals on abstract Wiener space. We find the Fourier-Feynman transform for the product of functionals in the Fresnel class F(B) with n linear factors.

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A BANACH ALGEBRA OF SERIES OF FUNCTIONS OVER PATHS

  • Cho, Dong Hyun;Kwon, Mo A
    • Korean Journal of Mathematics
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    • v.27 no.2
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    • pp.445-463
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    • 2019
  • Let C[0, T] denote the space of continuous real-valued functions on [0, T]. On the space C[0, T], we introduce a Banach algebra of series of functions which are generalized Fourier-Stieltjes transforms of measures of finite variation on the product of simplex and Euclidean space. We evaluate analytic Feynman integrals of the functions in the Banach algebra which play significant roles in the Feynman integration theory and quantum mechanics.

CHANGE OF SCALE FORMULAS FOR WIENER INTEGRAL OVER PATHS IN ABSTRACT WIENER SPACE

  • Kim, Byoung-Soo;Kim, Tae-Soo
    • Communications of the Korean Mathematical Society
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    • v.21 no.1
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    • pp.75-88
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    • 2006
  • Wiener measure and Wiener measurability behave badly under the change of scale transformation. We express the analytic Feynman integral over $C_0(B)$ as a limit of Wiener integrals over $C_0(B)$ and establish change of scale formulas for Wiener integrals over $C_0(B)$ for some functionals.

A CHANGE OF SCALE FORMULA FOR CONDITIONAL WIENER INTEGRALS ON CLASSICAL WIENER SPACE

  • Yoo, Il;Chang, Kun-Soo;Cho, Dong-Hyun;Kim, Byoung-Soo;Song, Teuk-Seob
    • Journal of the Korean Mathematical Society
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    • v.44 no.4
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    • pp.1025-1050
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    • 2007
  • Let $X_k(x)=({\int}^T_o{\alpha}_1(s)dx(s),...,{\int}^T_o{\alpha}_k(s)dx(s))\;and\;X_{\tau}(x)=(x(t_1),...,x(t_k))$ on the classical Wiener space, where ${{\alpha}_1,...,{\alpha}_k}$ is an orthonormal subset of $L_2$ [0, T] and ${\tau}:0 is a partition of [0, T]. In this paper, we establish a change of scale formula for conditional Wiener integrals $E[G_{\gamma}|X_k]$ of functions on classical Wiener space having the form $$G_{\gamma}(x)=F(x){\Psi}({\int}^T_ov_1(s)dx(s),...,{\int}^T_o\;v_{\gamma}(s)dx(s))$$, for $F{\in}S\;and\;{\Psi}={\psi}+{\phi}({\psi}{\in}L_p(\mathbb{R}^{\gamma}),\;{\phi}{\in}\hat{M}(\mathbb{R}^{\gamma}))$, which need not be bounded or continuous. Here S is a Banach algebra on classical Wiener space and $\hat{M}(\mathbb{R}^{\gamma})$ is the space of Fourier transforms of measures of bounded variation over $\mathbb{R}^{\gamma}$. As results of the formula, we derive a change of scale formula for the conditional Wiener integrals $E[G_{\gamma}|X_{\tau}]\;and\;E[F|X_{\tau}]$. Finally, we show that the analytic Feynman integral of F can be expressed as a limit of a change of scale transformation of the conditional Wiener integral of F using an inversion formula which changes the conditional Wiener integral of F to an ordinary Wiener integral of F, and then we obtain another type of change of scale formula for Wiener integrals of F.

RELATIONSHIPS BETWEEN INTEGRAL TRANSFORMS AND CONVOLUTIONS ON AN ANALOGUE OF WIENER SPACE

  • Cho, Dong Hyun
    • Honam Mathematical Journal
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    • v.35 no.1
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    • pp.51-71
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    • 2013
  • In the present paper, we evaluate the analytic conditional Fourier-Feynman transforms and convolution products of unbounded function which is the product of the cylinder function and the function in a Banach algebra which is defined on an analogue o Wiener space and useful in the Feynman integration theories and quantum mechanics. We then investigate the inverse transforms of the function with their relationships and finally prove that th analytic conditional Fourier-Feynman transforms of the conditional convolution products for the functions, can be expressed in terms of the product of the conditional Fourier-Feynman transforms of each function.

SCALE TRANSFORMATIONS FOR PRESENT POSITION-INDEPENDENT CONDITIONAL EXPECTATIONS

  • Cho, Dong Hyun
    • Journal of the Korean Mathematical Society
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    • v.53 no.3
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    • pp.709-723
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    • 2016
  • Let C[0, t] denote a generalized Wiener space, the space of real-valued continuous functions on the interval [0, t] and define a random vector $Z_n:C[0,t]{\rightarrow}{\mathbb{R}}^n$ by $Zn(x)=(\int_{0}^{t_1}h(s)dx(s),{\cdots},\int_{0}^{t_n}h(s)dx(s))$, where 0 < $t_1$ < ${\cdots}$ < $t_n$ < t is a partition of [0, t] and $h{\in}L_2[0,t]$ with $h{\neq}0$ a.e. In this paper we will introduce a simple formula for a generalized conditional Wiener integral on C[0, t] with the conditioning function $Z_n$ and then evaluate the generalized analytic conditional Wiener and Feynman integrals of the cylinder function $F(x)=f(\int_{0}^{t}e(s)dx(s))$ for $x{\in}C[0,t]$, where $f{\in}L_p(\mathbb{R})(1{\leq}p{\leq}{\infty})$ and e is a unit element in $L_2[0,t]$. Finally we express the generalized analytic conditional Feynman integral of F as two kinds of limits of non-conditional generalized Wiener integrals of polygonal functions and of cylinder functions using a change of scale transformation for which a normal density is the kernel. The choice of a complete orthonormal subset of $L_2[0,t]$ used in the transformation is independent of e and the conditioning function $Z_n$ does not contain the present positions of the generalized Wiener paths.