• Communications of the Korean Mathematical Society
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• v.11 no.1
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• pp.175-190
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• 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.

• Communications of the Korean Mathematical Society
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• v.21 no.1
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• pp.117-133
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• 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.

• Honam Mathematical Journal
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• v.35 no.2
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• pp.179-200
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• 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.

• Journal of the Korean Mathematical Society
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• v.31 no.3
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• pp.375-391
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• 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.

• Journal of the Korean Mathematical Society
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• v.41 no.2
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• pp.265-294
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• 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.

• Journal of the Korean Mathematical Society
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• v.50 no.5
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• pp.1105-1127
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• 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.

• Bulletin of the Korean Mathematical Society
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• v.40 no.3
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• pp.437-456
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• 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.

• Journal of the Korean Mathematical Society
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• v.38 no.2
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• pp.421-435
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• 2001

In this paper we use a general Fubini theorem established in [13] to obtain several Feynman integration formulas involving analytic Fourier-Feynman transforms. Included in these formulas is a general Parseval's relation.

• Journal of the Chungcheong Mathematical Society
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• v.26 no.2
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• pp.323-342
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• 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.

• Journal of the Korean Mathematical Society
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• v.55 no.1
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• pp.147-160
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• 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 ${\int_{0}^{T}}{\alpha}(t)dx(t)$.