• 제목/요약/키워드: Analytic Wiener integral

검색결과 40건 처리시간 0.018초

A class of conditional analytic Feynman integrals

  • Chung, Dong-Myung;Kang, Si-Ho;Kang, Soon-Ja
    • 대한수학회논문집
    • /
    • 제11권1호
    • /
    • pp.175-190
    • /
    • 1996
  • In this paper we establish the existence of the conditional Feynman integral of certain functions which are not in the Banach algebra S of functions on Wiener space which are a kind of stochastic Fourier transform of complex Borel measures on $L^2[a, b]$. This result is used to provide the fundamental solution for the Schr$\ddot{o}$dinger equation for the forced harmonic potential.

  • PDF

A CHANGE OF SCALE FORMULA FOR WIENER INTEGRALS OF UNBOUNDED FUNCTIONS II

  • Yoo, Il;Song, Teuk-Seob;Kim, Byoung-Soo
    • 대한수학회논문집
    • /
    • 제21권1호
    • /
    • pp.117-133
    • /
    • 2006
  • Cameron and Storvick discovered change of scale formulas for Wiener integrals of bounded functions in a Banach algebra S of analytic Feynman integrable functions on classical Wiener space. Yoo and Skoug extended these results to abstract Wiener space for a generalized Fresnel class $F_{A1,A2}$ containing the Fresnel class F(B) which corresponds to the Banach algebra S on classical Wiener space. In this paper, we present a change of scale formula for Wiener integrals of various functions on $B^2$ which need not be bounded or continuous.

A TIME-INDEPENDENT CONDITIONAL FOURIER-FEYNMAN TRANSFORM AND CONVOLUTION PRODUCT ON AN ANALOGUE OF WIENER SPACE

  • Cho, Dong Hyun
    • 호남수학학술지
    • /
    • 제35권2호
    • /
    • pp.179-200
    • /
    • 2013
  • Let $C[0,t]$ denote the function space of all real-valued continuous paths on $[0,t]$. Define $X_n:C[0,t]{\rightarrow}\mathbb{R}^{n+1}$ by $Xn(x)=(x(t_0),x(t_1),{\cdots},x(t_n))$, where $0=t_0$ < $t_1$ < ${\cdots}$ < $t_n$ < $t$ is a partition of $[0,t]$. In the present paper, using a simple formula for the conditional expectation given the conditioning function $X_n$, we evaluate the $L_p(1{\leq}p{\leq}{\infty})$-analytic conditional Fourier-Feynman transform and the conditional convolution product of the cylinder functions which have the form $$f((v_1,x),{\cdots},(v_r,x))\;for\;x{\in}C[0,t]$$, where {$v_1,{\cdots},v_r$} is an orthonormal subset of $L_2[0,t]$ and $f{\in}L_p(\mathbb{R}^r)$. We then investigate several relationships between the conditional Fourier-Feynman transform and the conditional convolution product of the cylinder functions.

Sequential operator-valued function space integral as an $L({L_p},{L_p'})$ theory

  • Ryu, K.S.
    • 대한수학회지
    • /
    • 제31권3호
    • /
    • pp.375-391
    • /
    • 1994
  • In 1968k Cameron and Storvick introduced the analytic and the sequential operator-valued function space integral [2]. Since then, the theo교 of the analytic operator-valued function space integral has been investigated by many mathematicians - Cameron, Storvick, Johnson, Skoug, Lapidus, Chang and author etc. But there are not that many papers related to the theory of the sequential operator-valued function space integral. In this paper, we establish the existence of the sequential operator-valued function space integral as an operator from $L_p$ to $L_p'(1 and investigated the integral equation related to this integral.

  • PDF

CONDITIONAL FOURIER-FEYNMAN TRANSFORM AND CONVOLUTION PRODUCT OVER WIENER PATHS IN ABSTRACT WIENER SPACE: AN Lp THEORY

  • Cho, Dong-Hyun
    • 대한수학회지
    • /
    • 제41권2호
    • /
    • pp.265-294
    • /
    • 2004
  • In this paper, using a simple formula, we evaluate the conditional Fourier-Feynman transforms and the conditional convolution products of cylinder type functions, and show that the conditional Fourier-Feynman transform of the conditional convolution product is expressed as a product of the conditional Fourier-Feynman transforms. Also, we evaluate the conditional Fourier-Feynman transforms of the functions of the forms exp {$\int_{O}^{T}$ $\theta$(s,$\chi$(s))ds}, exp{$\int_{O}^{T}$ $\theta$(s,$\chi$(s))ds}$\Phi$($\chi$(T)), exp{$\int_{O}^{T}$ $\theta$(s,$\chi$(s))d${\zeta}$(s)}, exp{$\int_{O}^{T}$ $\theta$(s,$\chi$(s))d${\zeta}$(s)}$\Phi$($\chi$(T)) which are of interest in Feynman integration theories and quantum mechanics.

CONDITIONAL FOURIER-FEYNMAN TRANSFORMS AND CONVOLUTIONS OF UNBOUNDED FUNCTIONS ON A GENERALIZED WIENER SPACE

  • Cho, Dong Hyun
    • 대한수학회지
    • /
    • 제50권5호
    • /
    • pp.1105-1127
    • /
    • 2013
  • Let C[0, $t$] denote the function space of real-valued continuous paths on [0, $t$]. Define $X_n\;:\;C[0,t]{\rightarrow}\mathbb{R}^{n+1}$ and $X_{n+1}\;:\;C[0,t]{\rightarrow}\mathbb{R}^{n+2}$ by $X_n(x)=(x(t_0),x(t_1),{\ldots},x(t_n))$ and $X_{n+1}(x)=(x(t_0),x(t_1),{\ldots},x(t_n),x(t_{n+1}))$, respectively, where $0=t_0 <; t_1 <{\ldots} < t_n < t_{n+1}=t$. In the present paper, using simple formulas for the conditional expectations with the conditioning functions $X_n$ and $X_{n+1}$, we evaluate the $L_p(1{\leq}p{\leq}{\infty})$-analytic conditional Fourier-Feynman transforms and the conditional convolution products of the functions, which have the form $fr((v_1,x),{\ldots},(v_r,x)){\int}_{L_2}_{[0,t]}\exp\{i(v,x)\}d{\sigma}(v)$ for $x{\in}C[0,t]$, where $\{v_1,{\ldots},v_r\}$ is an orthonormal subset of $L_2[0,t]$, $f_r{\in}L_p(\mathbb{R}^r)$, and ${\sigma}$ is the complex Borel measure of bounded variation on $L_2[0,t]$. We then investigate the inverse conditional Fourier-Feynman transforms of the function and prove that the analytic conditional Fourier-Feynman transforms of the conditional convolution products for the functions can be expressed by the products of the analytic conditional Fourier-Feynman transform of each function.

A FUBINI THEOREM FOR GENERALIZED ANALYTIC FEYNMAN INTEGRALS AND FOURIER-FEYNMAN TRANSFORMS ON FUNCTION SPACE

  • Chang, Seung-Jun;Lee, Il-Yong
    • 대한수학회보
    • /
    • 제40권3호
    • /
    • pp.437-456
    • /
    • 2003
  • In this paper we use a generalized Brownian motion process to define a generalized analytic Feynman integral. We then establish a Fubini theorem for the function space integral and generalized analytic Feynman integral of a functional F belonging to Banach algebra $S(L^2_{a,b}[0,T])$ and we proceed to obtain several integration formulas. Finally, we use this Fubini theorem to obtain several Feynman integration formulas involving analytic generalized Fourier-Feynman transforms. These results subsume similar known results obtained by Huffman, Skoug and Storvick for the standard Wiener process.

CONDITIONAL INTEGRAL TRANSFORMS AND CONVOLUTIONS OF BOUNDED FUNCTIONS ON AN ANALOGUE OF WIENER SPACE

  • Cho, Dong Hyun
    • 충청수학회지
    • /
    • 제26권2호
    • /
    • pp.323-342
    • /
    • 2013
  • Let $C[0,t]$ denote the function space of all real-valued continuous paths on $[0,t]$. Define $Xn:C[0,t]{\rightarrow}\mathbb{R}^{n+1}$ and $X_{n+1}:C[0,t]{\rightarrow}\mathbb{R}^{n+2}$ by $X_n(x)=(x(t_0),x(t_1),{\cdots},x(t_n))$ and $X_{n+1}(x)=(x(t_0),x(t_1),{\cdots},x(t_n),x(t_{n+1}))$, where $0=t_0$ < $t_1$ < ${\cdots}$ < $t_n$ < $t_{n+1}=t$. In the present paper, using simple formulas for the conditional expectations with the conditioning functions $X_n$ and $X_{n+1}$, we evaluate the $L_p(1{\leq}p{\leq}{\infty})$-analytic conditional Fourier-Feynman transforms and the conditional convolution products of the functions which have the form $${\int}_{L_2[0,t]}{{\exp}\{i(v,x)\}d{\sigma}(v)}{{\int}_{\mathbb{R}^r}}\;{\exp}\{i{\sum_{j=1}^{r}z_j(v_j,x)\}dp(z_1,{\cdots},z_r)$$ for $x{\in}C[0,t]$, where $\{v_1,{\cdots},v_r\}$ is an orthonormal subset of $L_2[0,t]$ and ${\sigma}$ and ${\rho}$ are the complex Borel measures of bounded variations on $L_2[0,t]$ and $\mathbb{R}^r$, respectively. We then investigate the inverse transforms of the function with their relationships and finally prove that the analytic conditional Fourier-Feynman transforms of the conditional convolution products for the functions, can be expressed in terms of the products of the conditional Fourier-Feynman transforms of each function.

TRANSLATION THEOREMS FOR THE ANALYTIC FOURIER-FEYNMAN TRANSFORM ASSOCIATED WITH GAUSSIAN PATHS ON WIENER SPACE

  • Chang, Seung Jun;Choi, Jae Gil
    • 대한수학회지
    • /
    • 제55권1호
    • /
    • pp.147-160
    • /
    • 2018
  • In this article, we establish translation theorems for the analytic Fourier-Feynman transform of functionals in non-stationary Gaussian processes on Wiener space. We then proceed to show that these general translation theorems can be applied to two well-known classes of functionals; namely, the Banach algebra S introduced by Cameron and Storvick, and the space ${\mathcal{B}}^{(P)}_{\mathcal{A}}$ consisting of functionals of the form $F(x)=f({\langle}{\alpha}_1,x{\rangle},{\ldots},{\langle}{\alpha}_n,x{\rangle})$, where ${\langle}{\alpha},x{\rangle}$ denotes the Paley-Wiener-Zygmund stochastic integral ${\int_{0}^{T}}{\alpha}(t)dx(t)$.