• 제목/요약/키워드: Cameron-Storvick theorem

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A CAMERON-STORVICK THEOREM ON C2a,b[0, T ] WITH APPLICATIONS

  • Choi, Jae Gil;Skoug, David
    • 대한수학회논문집
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    • 제36권4호
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    • pp.685-704
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    • 2021
  • The purpose of this paper is to establish a very general Cameron-Storvick theorem involving the generalized analytic Feynman integral of functionals on the product function space C2a,b[0, T]. The function space Ca,b[0, T] can be induced by the generalized Brownian motion process associated with continuous functions a and b. To do this we first introduce the class ${\mathcal{F}}^{a,b}_{A_1,A_2}$ of functionals on C2a,b[0, T] which is a generalization of the Kallianpur and Bromley Fresnel class ${\mathcal{F}}_{A_1,A_2}$. We then proceed to establish a Cameron-Storvick theorem on the product function space C2a,b[0, T]. Finally we use our Cameron-Storvick theorem to obtain several meaningful results and examples.

GENERALIZED CAMERON-STORVICK TYPE THEOREM VIA THE BOUNDED LINEAR OPERATORS

  • Chang, Seung Jun;Chung, Hyun Soo
    • 대한수학회지
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    • 제57권3호
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    • pp.655-668
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    • 2020
  • In this paper, we establish the generalized Cameron-Storvick type theorem on function space. We then give relationships involving the generalized Cameron-Storvick type theorem, modified generalized integral transform and modified convolution product. A motivation of studying the generalized Cameron-Storvick type theorem is to generalize formulas and results with respect to the modified generalized integral transform on function space. From the some theories and formulas in the functional analysis, we can obtain some formulas with respect to the translation theorem of exponential functionals.

STABILITY THEOREMS OF THE OPERATOR-VALUED FUNCTION SPACE INTEGRAL ON $C_0(B)$

  • Ryu, K.-S;Yoo, S.-C
    • 대한수학회보
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    • 제37권4호
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    • pp.791-802
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    • 2000
  • In 1968, Cameron and Storvick introduce the definition and the theories of the operator-valued function space integral. Since then, the stability theorems of the integral was developed by Johnson, Skoug, Chang etc [1, 2, 4, 5]. Recently, the authors establish the existence theorem of the operator-valued function space [8]. In this paper, we will prove the stability theorems of the operator-valued function space integral over paths in abstract Wiener space $C_0(B)$.

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

  • Chang, Seung Jun;Choi, Jae Gil
    • 대한수학회지
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    • 제55권1호
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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 ${\int_{0}^{T}}{\alpha}(t)dx(t)$.