• Journal of the Korean Mathematical Society
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• v.38 no.2
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• pp.409-420
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• 2001

In this paper we establish a Fubini theorem for various analytic Wiener and Feynman integrals. We then proceed to obtain several integration formulas as corollaries.

• Communications of the Korean Mathematical Society
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• v.10 no.1
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• pp.93-107
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• 1995

In their paper [2,3], Cameron and Storvick introduced some classes $S"+m$ and of functionals on classical Wiener spaces $C_0[a,b]$. For such functionals, they showed that the analytic Feynman integral exists and they gave some formulas for this integral. Moreover they obtained that the functionals of the form $$ (1.1) F(x) = exp {\int^b_a{\theta(s,x(x))dx} $$ are in S" where they assumbed that the potential $\delta : [a,b] \times R \to C$ satisfies (i) for each $s \in [a,b], \theta(s,\cdot)$ is the Fourier-Stieltjes transform of $\sigma_s \in M(R)$, (ii) for each Borel subset E of $[a,b] \times R, \sigma_s (E^{(s)})$ is a Borel measurable function of s on [a,b], and (iii) the total variation $\Vert \sigma_s \Vert$ of $\sigma_s$ is bounded as a function of s.tion of s.

• Bulletin of the Korean Mathematical Society
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• v.48 no.3
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• pp.655-672
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• 2011

Let $C^r$[0,t] be the function space of the vector-valued continuous paths x : [0,t] ${\rightarrow}$ $R^r$ and define $X_t$ : $C^r$[0,t] ${\rightarrow}$ $R^{(n+1)r}$ and $Y_t$ : $C^r$[0,t] ${\rightarrow}$ $R^{nr}$ by $X_t(x)$ = (x($t_0$), x($t_1$), ..., x($t_{n-1}$), x($t_n$)) and $Y_t$(x) = (x($t_0$), x($t_1$), ..., x($t_{n-1}$)), respectively, where 0 = $t_0$ < $t_1$ < ... < $t_n$ = t. In the present paper, with the conditioning functions $X_t$ and $Y_t$, we introduce two simple formulas for the conditional expectations over $C^r$[0,t], an analogue of the r-dimensional Wiener space. We establish evaluation formulas for the analogues of the analytic Wiener and Feynman integrals for the function $G(x)=\exp{{\int}_0^t{\theta}(s,x(s))d{\eta}(s)}{\psi}(x(t))$, where ${\theta}(s,{\cdot})$ and are the Fourier-Stieltjes transforms of the complex Borel measures on ${\mathbb{R}}^r$. Using the simple formulas, we evaluate the analogues of the conditional analytic Wiener and Feynman integrals of the functional G.

• Korean Journal of Mathematics
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• v.6 no.1
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• pp.47-66
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• 1998

In this paper, we introduce an $L_p$ analytic Fourier-Feynman transformation, show the existence of the $L_p$ analytic Fourier-Feynman transforms for a certain class of cylinder functionals on an abstract Wiener space, and investigate its interesting properties. Moreover, we define a convolution product for two functionals on the abstract Wiener space and establish the relationships between the Fourier-Feynman transform for the convolution product of two cylinder functionals and the Fourier-Feynman transform for each functional.

• Journal of the Chungcheong Mathematical Society
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• v.24 no.3
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• pp.517-528
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• 2011

Cameron and Storvick introduced change of scale formulas for Wiener integrals of bounded functions in the Banach algebra $\mathcal{S}$ of analytic Feynman integrable functions on classical Wiener space. Yoo and Skoug extended this result to an abstract Wiener space. Also Yoo, Song, Kim and Chang established a change of scale formula for Wiener integrals of functions on abstract Wiener space which need not be bounded or continuous. In this paper, we investigate a change of scale formula for generalized Wiener integrals of various functions on classical Wiener space.

• The Pure and Applied Mathematics
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• v.19 no.2
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• pp.87-102
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• 2012

In this paper, we consider the Fourier-type functionals introduced in [16]. We then establish the analytic Feynman integral for the Fourier-type functionals. Further, we get a series expansion of the analytic Feynman integral for the Fourier-type functional $[{\Delta}^kF]^{\^}$. We conclude by applying our series expansion to several interesting functionals.

• Communications of the Korean Mathematical Society
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• v.12 no.3
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• pp.579-595
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• 1997

In this paper, we establish an $L_p$ analytic Fourier-Feynman transform theory for a class of cylinder functions on an abstract Wiener space. Also we define a convolution product for functions on an abstract Wiener space and then prove that the $L_p$ analytic Fourier-Feyman transform of the convolution product is a product of $L_p$ analytic Fourier-Feyman transforms.

• Journal of the Chungcheong Mathematical Society
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• v.22 no.3
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• pp.481-495
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• 2009

Huffman, Park and Skoug introduced various results for the $L_{p}$ analytic Fourier-Feynman transform and the convolution for functionals on classical Wiener space which belong to some Banach algebra $\mathcal{S}$ introduced by Cameron and Storvick. Also Chang, Kim and Yoo extended the above results to an abstract Wiener space for functionals in the Fresnel class $\mathcal{F}(B)$ which corresponds to $\mathcal{S}$. Moreover they introduced the $L_{p}$ analytic Fourier-Feynman transform for functionals on a product abstract Wiener space and then established the above results for functionals in the generalized Fresnel class $\mathcal{F}_{A1,A2}$ containing $\mathcal{F}(B)$. In this paper, we investigate more generalized relationships, between the Fourier-Feynman transform and the convolution product for functionals in $\mathcal{F}_{A1,A2}$, than the above results.

• Bulletin of the Korean Mathematical Society
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• v.53 no.5
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• pp.1531-1548
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• 2016

Let C[0, t] denote the space of real-valued continuous functions on [0, t] and define a random vector $Z_n:C[0,t]{\rightarrow}\mathbb{R}^n$ by $Z_n(x)=(\int_{0}^{t_1}h(s)dx(s),{\ldots},\int_{0}^{t_n}h(s)dx(s))$, 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. Using a simple formula for a conditional expectation on C[0, t] with $Z_n$, we evaluate a generalized analytic conditional Wiener integral of the function $G_r(x)=F(x){\Psi}(\int_{0}^{t}v_1(s)dx(s),{\ldots},\int_{0}^{t}v_r(s)dx(s))$ for F in a Banach algebra and for ${\Psi}=f+{\phi}$ which need not be bounded or continuous, where $f{\in}L_p(\mathbb{R}^r)(1{\leq}p{\leq}{\infty})$, {$v_1,{\ldots},v_r$} is an orthonormal subset of $L_2[0,t]$ and ${\phi}$ is the Fourier transform of a measure of bounded variation over $\mathbb{R}^r$. Finally we establish various change of scale transformations for the generalized analytic conditional Wiener integrals of $G_r$ with the conditioning function $Z_n$.

• Journal of the Korean Mathematical Society
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• v.33 no.2
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• pp.269-282
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• 1996

It has long been known that Wiener measure and Wiener measurbility behave badly under the change of scale transformation [3] and under translation [2]. However, Cameron and Storvick [4] obtained the fact that the analytic Feynman integral was expressed as a limit of Wiener integrals for a rather larger class of functionals on a classical Wienrer space.