• 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.

• Journal of the Korean Mathematical Society
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• v.39 no.5
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• pp.801-819
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• 2002

In this note, we establish a translation theorem in an analogue of Wiener space (C[0,t],$\omega$$\phi$) and find formulas for the conditional $\omega$$\phi$-integral given by the condition X(x) ＝ (x(to), x(t$_1$),…, x(t$_{n}$)) which is the generalization of Chang and Chang's results in 1984. Moreover, we prove a translation theorem for the conditional $\omega$$\phi$-integral.l.

• Korean Journal of Mathematics
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• v.30 no.4
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• pp.593-601
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• 2022

Let C(Q) denote Yeh-Wiener space, the space of all real-valued continuous functions x(s, t) on Q ≡ [0, S] × [0, T] with x(s, 0) = x(0, t) = 0 for every (s, t) ∈ Q. For each partition τ = τ_m,n = {(s_i, t_j)|i = 1, . . . , m, j = 1, . . . , n} of Q with 0 = s₀ < s₁ < . . . < s_m = S and 0 = t₀ < t₁ < . . . < t_n = T, define a random vector X_τ : C(Q) → ℝ^mn by X_τ (x) = (x(s₁, t₁), . . . , x(s_m, t_n)). In this paper we study the conditional integral transform and the conditional convolution product for a class of cylinder type functionals defined on K(Q) with a given conditioning function X_τ above, where K(Q)is the space of all complex valued continuous functions of two variables on Q which satify x(s, 0) = x(0, t) = 0 for every (s, t) ∈ Q. In particular we derive a useful equation which allows to calculate the conditional integral transform of the conditional convolution product without ever actually calculating convolution product or conditional convolution product.

• Bulletin of the Korean Mathematical Society
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• v.28 no.2
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• pp.147-161
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• 1991

In this paper we define the conditional generalized Wiener measure and then express the conditional generalized Wiener integral over this new measure. In particular we consider a conditional expectation of functionals of the generalized Brownian paths under the condition that the paths pass through the given points .xi.$_{1}$, .xi.$_{2}$, .., .xi.$_{n}$ at times t$_{1}$, t$_{2}$, .., t$_{n}$, respectively.ely.

• Bulletin of the Korean Mathematical Society
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• v.47 no.1
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• pp.131-149
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• 2010

In 1992, the author introduced the definition and the properties of Wiener measure over paths in Wiener space and this measure was investigated extensively by some mathematicians. In 2002, the author and Dr. Im presented an article for analogue of Wiener measure and its applications which is the generalized theory of Wiener measure theory. In this note, we will derive the analogue of Wiener measure over paths in Wiener space and establish two integration formulae, one is similar to the Wiener integration formula and another is similar to simple formula for conditional Wiener integral. Furthermore, we will give some examples for our formulae.

• 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.

• Korean Journal of Mathematics
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• v.24 no.3
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• pp.573-586
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• 2016

We study the conditional integral transforms and conditional convolutions of functionals defined on K[0, T]. We consider a general vector-valued conditioning functions $X_k(x)=({\gamma}_1(x),{\ldots},{\gamma}_k(x))$ where ${\gamma}_j(x)$ are Gaussian random variables on the Wiener space which need not depend upon the values of x at only finitely many points in (0, T]. We then obtain several relationships and formulas for the conditioning functions that exist among conditional integral transform, conditional convolution and first variation of functionals in $E_{\sigma}$.

• 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 $Z_n$.

• The Pure and Applied Mathematics
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• v.4 no.1
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• pp.47-60
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• 1997

In the theory of the conditional Wiener integral, the integrand is a functional of the standard Wiener process. In this paper we consider a conditional function space integral for functionals of more general stochastic process and the generalized Kac-Feynman integral equation. We first show that the existence of a partial differential equation. We then show that the generalized Kac-Feynman integral equation is equivalent to the partial differential equation.

• Kyungpook Mathematical Journal
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• v.52 no.4
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• pp.413-431
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• 2012

Let $C^r[0,t]$ be the function space of the vector-valued continuous paths $x:[0,t]{\rightarrow}\mathbb{R}^r$ and define $X_t:C^r[0,t]{\rightarrow}\mathbb{R}^{(n+1)r}$ and $Y_t:C^r[0,t]{\rightarrow}\mathbb{R}^{nr}$ by $X_t(x)=(x(t_0),\;x(t_1),\;{\cdots},\;x(t_{n-1}),\;x(t_n))$ and $Y_t(x)=(x(t_0),\;x(t_1),\;{\cdots},\;x(t_{n-1}))$, respectively, where $0=t_0$ < $t_1$ < ${\cdots}$ < $t_n=t$. In the present paper, using two simple formulas for the conditional expectations over $C^r[0,t]$ with the conditioning functions $X_t$ and $Y_t$, we establish evaluation formulas for the analogue of the conditional analytic Fourier-Feynman transform for the function of the form $${\exp}\{{\int_o}^t{\theta}(s,\;x(s))\;d{\eta}(s)\}{\psi}(x(t)),\;x{\in}C^r[0,t]$$ where ${\eta}$ is a complex Borel measure on [0, t] and both ${\theta}(s,{\cdot})$ and ${\psi}$ are the Fourier-Stieltjes transforms of the complex Borel measures on $\mathbb{R}^r$.