• 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.33 no.4
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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.

• 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 ${\int_{0}^{T}}{\alpha}(t)dx(t)$.

• Journal of the Korean Mathematical Society
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• v.38 no.2
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• pp.227-274
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• 2001

In this paper we intended to discuss the following topics: (1) Notation, generalities, Markov processes. The close relationship between (generators of) Markov processes and the martingale problem is exhibited. A link between the Korovkin property and generators of Feller semigroups is established. (2) Feynman-Kac semigroups: 0-order regular perturbations, pinned Markov measures. A basic representation via distributions of Markov processes is depicted. (3) Dirichlet semigroups: 0-order singular perturbations, harmonic functions, multiplicative functionals. Here a representation theorem of solutions to the heat equation is depicted in terms of the distributions of the underlying Markov process and a suitable stopping time. (4) Sets of finite capacity, wave operators, and related results. In this section a number of results are presented concerning the completeness of scattering systems (and its spectral consequences). (5) Some (abstract) problems related to Neumann semigroups: 1st order perturbations. In this section some rather abstract problems are presented, which lie on the borderline between first order perturbations together with their boundary limits (Neumann type boundary conditions and) and reflected Markov processes.

• Communications of the Korean Mathematical Society
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• v.22 no.1
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• pp.91-109
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• 2007

In this paper, we derive a change of scale formula for conditional Wiener integrals, as integral transforms, of possibly unbounded functions over Wiener paths in abstract Wiener space. In fact, we derive the change of scale formula for the product of the functions in a Banach algebra which is equivalent to both the Fresnel class and the space of measures of bounded variation over a real separable Hilbert space, and the $L_p-type$cylinder functions over Wiener paths in abstract Wiener space. As an application of the result, we obtain a change of scale formula for the conditional analytic Fourier-Feynman transform of the product of the functions.

• Communications of the Korean Mathematical Society
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• v.10 no.1
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• pp.93-107
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• 1995

In their paper [2,3], Cameron and Storvick introduced some classes $S"+m$ and of functionals on classical Wiener spaces $C_0[a,b]$. For such functionals, they showed that the analytic Feynman integral exists and they gave some formulas for this integral. Moreover they obtained that the functionals of the form $$ (1.1) F(x) = exp {\int^b_a{\theta(s,x(x))dx} $$ are in S" where they assumbed that the potential $\delta : [a,b] \times R \to C$ satisfies (i) for each $s \in [a,b], \theta(s,\cdot)$ is the Fourier-Stieltjes transform of $\sigma_s \in M(R)$, (ii) for each Borel subset E of $[a,b] \times R, \sigma_s (E^{(s)})$ is a Borel measurable function of s on [a,b], and (iii) the total variation $\Vert \sigma_s \Vert$ of $\sigma_s$ is bounded as a function of s.tion of s.

• Journal of the Korean Chemical Society
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• v.14 no.1
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• pp.127-131
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• 1970

The variational approach for the direct evaluation of the energy difference ${\Delta}$E is studied. The method is based on the differential equation corresponding to the integral Hellmann-Feynman formula. The ${\Delta}$E is given by the expectation value of the Hermitian operator which does not involve the 1/$r_{ij}$ term. Because of its variational nature of the method, the coupling problem of the differential equations which are encountered in perturbation treatment does not occur. The method is applied to the evaluation of the electric polarizabilities of the Helium isoelectronic series atoms. The result is in good agreement with the experiment. The method is compared with the recent works of Karplus et al.

• Communications of the Korean Mathematical Society
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• v.38 no.4
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• pp.1141-1151
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• 2023

Let C_a,b[0, T] denote the space of continuous sample paths of a generalized Brownian motion process (GBMP). In this paper, we study the structures which exist between the analytic generalized Fourier-Feynman transform (GFFT) and the generalized convolution product (GCP) for functions on the function space C_a,b[0, T]. For our purpose, we use the exponential type functions on the general Wiener space C_a,b[0, T]. The class of all exponential type functions is a fundamental set in L₂(C_a,b[0, T]).

• Communications of the Korean Mathematical Society
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• v.21 no.1
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• pp.75-88
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• 2006

Wiener measure and Wiener measurability behave badly under the change of scale transformation. We express the analytic Feynman integral over $C_0(B)$ as a limit of Wiener integrals over $C_0(B)$ and establish change of scale formulas for Wiener integrals over $C_0(B)$ for some functionals.

• Bulletin of the Korean Mathematical Society
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• v.24 no.1
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• pp.43-43
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• 1987