• 제목/요약/키워드: Generalized Brownian motion process

검색결과 23건 처리시간 0.023초

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.

THE PARTIAL DIFFERENTIAL EQUATION ON FUNCTION SPACE WITH RESPECT TO AN INTEGRAL EQUATION

  • Chang, Seung-Jun;Lee, Sang-Deok
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제4권1호
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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.

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Convolution product and generalized analytic Fourier-Feynman transforms

  • Chang, Seung-Jun
    • 대한수학회논문집
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    • 제11권3호
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    • pp.707-723
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    • 1996
  • We first define the concept of the generalized analytic Fourier-Feynman transforms of a class of functionals on function space induced by a generalized Brownian motion process and study of functionals which plays on important role in physical problem of the form $ F(x) = {\int^{T}_{0} f(t, x(t))dt} $ where f is a complex-valued function on $[0, T] \times R$. We next show that the generalized analytic Fourier-Feynman transform of the convolution product is a product of generalized analytic Fourier-Feynman transform of functionals on functin space.

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INTEGRAL TRANSFORMS AND INVERSE INTEGRAL TRANSFORMS WITH RELATED TOPICS ON FUNCTION SPACE I

  • Chang, Seung-Jun;Chung, Hyun-Soo
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제16권4호
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    • pp.369-382
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    • 2009
  • In this paper we establish various relationships among the generalized integral transform, the generalized convolution product and the first variation for functionals in a Banach algebra S($L_{a,b}^2$[0, T]) introduced by Chang and Skoug in [14]. We then derive an inverse integral transform and obtain several relationships involving inverse integral transforms.

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A TRANSLATION THEOREM FOR THE GENERALIZED FOURIER-FEYNMAN TRANSFORM ASSOCIATED WITH GAUSSIAN PROCESS ON FUNCTION SPACE

  • Chang, Seung Jun;Choi, Jae Gil;Ko, Ae Young
    • 대한수학회지
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    • 제53권5호
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    • pp.991-1017
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    • 2016
  • In this paper we define a generalized analytic Fourier-Feynman transform associated with Gaussian process on the function space $C_{a,b}[0,T]$. We establish the existence of the generalized analytic Fourier-Feynman transform for certain bounded functionals on $C_{a,b}[0,T]$. We then proceed to establish a translation theorem for the generalized transform associated with Gaussian process.

MULTIPLE Lp ANALYTIC GENERALIZED FOURIER-FEYNMAN TRANSFORM ON A FRESNEL TYPE CLASS

  • Chang, Seung Jun;Lee, Il Yong
    • 충청수학회지
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    • 제19권1호
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    • pp.79-99
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    • 2006
  • In this paper, we define a class of functional defined on a very general function space $C_{a,b}[0,T]$ like a Fresnel class of an abstract Wiener space. We then define the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product of functionals on function space $C_{a,b}[0,T]$. Finally, we establish some relationships between the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product for functionals in $\mathcal{F}(C_{a,b}[0,T])$.

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A FUBINI THEOREM FOR GENERALIZED ANALYTIC FEYNMAN INTEGRAL ON FUNCTION SPACE

  • Lee, Il Yong;Choi, Jae Gil;Chang, Seung Jun
    • 대한수학회보
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    • 제50권1호
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    • pp.217-231
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    • 2013
  • In this paper we establish a Fubini theorem for generalized analytic Feynman integral and $L_1$ generalized analytic Fourier-Feynman transform for the functional of the form $$F(x)=f({\langle}{\alpha}_1,\;x{\rangle},\;{\cdots},\;{\langle}{{\alpha}_m,\;x{\rangle}),$$ where {${\alpha}_1$, ${\cdots}$, ${\alpha}_m$} is an orthonormal set of functions from $L_{a,b}^2[0,T]$. We then obtain several generalized analytic Feynman integration formulas involving generalized analytic Fourier-Feynman transforms.

GENERALIZED FOURIER-WIENER FUNCTION SPACE TRANSFORMS

  • Chang, Seung-Jun;Chung, Hyun-Soo
    • 대한수학회지
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    • 제46권2호
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    • pp.327-345
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    • 2009
  • In this paper, we define generalized Fourier-Hermite functionals on a function space $C_{a,b}[0,\;T]$ to obtain a complete orthonormal set in $L_2(C_{a,b}[0,\;T])$ where $C_{a,b}[0,\;T]$ is a very general function space. We then proceed to give a necessary and sufficient condition that a functional F in $L_2(C_{a,b}[0,\;T])$ has a generalized Fourier-Wiener function space transform ${\cal{F}}_{\sqrt{2},i}(F)$ also belonging to $L_2(C_{a,b}[0,\;T])$.

GENERALIZED ANALYTIC FOURIER-FEYNMAN TRANSFORMS AND CONVOLUTIONS ON A FRESNEL TYPE CLASS

  • Chang, Seung-Jun;Lee, Il-Yong
    • 대한수학회보
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    • 제48권2호
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    • pp.223-245
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    • 2011
  • In this paper, we de ne an $L_p$ analytic generalized Fourier Feynman transform and a convolution product of functionals in a Ba-nach algebra $\cal{F}$($C_{a,b}$[0, T]) which is called the Fresnel type class, and in more general class $\cal{F}_{A_1;A_2}$ of functionals de ned on general functio space $C_{a,b}$[0, T] rather than on classical Wiener space. Also we obtain some relationships between the $L_p$ analytic generalized Fourier-Feynman transform and convolution product for functionals in $\cal{F}$($C_{a,b}$[0, T]) and in $\cal{F}_{A_1,A_2}$.

GENERALIZED FOURIER-FEYNMAN TRANSFORM AND SEQUENTIAL TRANSFORMS ON FUNCTION SPACE

  • Choi, Jae-Gil;Chang, Seung-Jun
    • 대한수학회지
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    • 제49권5호
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    • pp.1065-1082
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    • 2012
  • In this paper we first investigate the existence of the generalized Fourier-Feynman transform of the functional F given by $$F(x)={\hat{\nu}}((e_1,x)^{\sim},{\ldots},(e_n,x)^{\sim})$$, where $(e,x)^{\sim}$ denotes the Paley-Wiener-Zygmund stochastic integral with $x$ in a very general function space $C_{a,b}[0,T]$ and $\hat{\nu}$ is the Fourier transform of complex measure ${\nu}$ on $B({\mathbb{R}}^n)$ with finite total variation. We then define two sequential transforms. Finally, we establish that the one is to identify the generalized Fourier-Feynman transform and the another transform acts like an inverse generalized Fourier-Feynman transform.