• 대한수학회보
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• 제36권4호
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• pp.809-822
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• 1999

In this paper, we introduce conditional Yeh-Wiener in-tegrals for generalized conditioning functions including vector-valued functions. And also we establish various evaluation formulas of conditional Yeh-Wiener integrals for generalized conditioning functions.

• 대한수학회지
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• 제33권4호
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• pp.763-775
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• 1996

For $Q = [0,S] \times [0,T]$ let C(Q) denote Yeh-Wiener space, i.e., the space of all real-valued continuous functions x(s,t) on Q such that x(0,t) = x(s,0) = 0 for every (s,t) in Q. Yeh [10] defined a Gaussian measure $m_y$ on C(Q) (later modified in [13]) such that as a stochastic process ${x(s,t), (s,t) \epsilon Q}$ has mean $E[x(s,t)] = \smallint_{C(Q)} x(s,t)m_y(dx) = 0$ and covariance $E[x(s,t)x(u,\upsilon)] = min{s,u} min{t,\upsilon}$. Let $C_\omega \equiv C[0,T]$ denote the standard Wiener space on [0,T] with Wiener measure $m_\omega$. Yeh [12] introduced the concept of the conditional Wiener integral of F given X, E(F$\mid$X), and for case X(x) = x(T) obtained some very useful results including a Kac-Feynman integral equation.

• 한국수학사학회지
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• 제13권2호
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• pp.65-72
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• 2000

In this paper we treat the Yeh-Wiener integral and the conditional Yeh-Wiener integral for vector-valued conditioning function which are examples of the function space integrals. Finally, we state the modified conditional Yeh-Wiener integral for vector-valued conditioning function.

• 한국수학사학회지
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• 제12권2호
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• pp.41-46
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• 1999

In this paper we first introduce the Wiener integral which is one of the function space integrals. And then we treat the conditional Wiener integral and explain the simple formula for the conditional Wiener integral with an example.

• 대한수학회보
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• 제36권3호
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• pp.441-450
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• 1999

In this paper we first evaluate the conditional Wiener integral of certain functionals using a Park and Skoug's formula. and we also evaluate the conditional wiener integral E(F│$X_\alpha$) of functional F on C[0, T] given by $F(x)=exp\{{\int_0}^T s^kx(s)ds\}$ for a general conditioning function $X_\alpha$ on C[0,T].

• 대한수학회지
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• 제53권3호
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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.

• 호남수학학술지
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• 제35권1호
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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.

• 대한수학회지
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• 제41권2호
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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.

• Korean Journal of Mathematics
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• 제24권3호
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• pp.489-494
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• 2016

The purpose of this paper is to treat the generalized conditional Yeh-Wiener integral for the sample path-valued conditioning function. As a special case of our results, we obtain the results in [6].

• 대한수학회보
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• 제29권2호
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• pp.301-314
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• 1992

In this paper, motivated by [1] and [7] we give a sequential definition of conditional Wiener integral and then use this definition to evaluate conditional Wiener integral of several functions on C [0, T]. The sequential definition is defined as the limit of a sequence of finite dimensional Lebesgue integrals. Thus the evaluation of conditional Wiener integrals involves no integrals in function space [cf, 5].