• 제목/요약/키워드: Generalized Brownian motion process

검색결과 24건 처리시간 0.015초

GENERALIZED FOURIER-FEYNMAN TRANSFORM AND SEQUENTIAL TRANSFORMS ON FUNCTION SPACE

  • Choi, Jae-Gil;Chang, Seung-Jun
    • 대한수학회지
    • /
    • 제49권5호
    • /
    • pp.1065-1082
    • /
    • 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.

ANALYTIC OPERATOR-VALUED GENERALIZED FEYNMAN INTEGRALS ON FUNCTION SPACE

  • Chang, Seung Jun;Lee, Il Yong
    • 충청수학회지
    • /
    • 제23권1호
    • /
    • pp.37-48
    • /
    • 2010
  • In this paper we use a generalized Brownian motion process to defined an analytic operator-valued generalized Feynman integral. We then obtain explicit formulas for the analytic operatorvalued generalized Feynman integrals for functionals of the form $$F(x)=f\({\int}^T_0{\alpha}_1(t)dx(t),{\cdots},{\int}_0^T{\alpha}_n(t)dx(t)\)$$, where x is a continuous function on [0, T] and {${\alpha}_1,{\cdots},{\alpha}_n$} is an orthonormal set of functions from ($L^2_{a,b}[0,T]$, ${\parallel}{\cdot}{\parallel}_{a,b}$).

SOME EXPRESSIONS FOR THE INVERSE INTEGRAL TRANSFORM VIA THE TRANSLATION THEOREM ON FUNCTION SPACE

  • Chang, Seung Jun;Chung, Hyun Soo
    • 대한수학회지
    • /
    • 제53권6호
    • /
    • pp.1261-1273
    • /
    • 2016
  • In this paper, we analyze the necessary and sufficient condition introduced in [5]: that a functional F in $L^2(C_{a,b}[0,T])$ has an integral transform ${\mathcal{F}}_{{\gamma},{\beta}}F$, also belonging to $L^2(C_{a,b}[0,T])$. We then establish the inverse integral transforms of the functionals in $L^2(C_{a,b}[0,T])$ and then examine various properties with respect to the inverse integral transforms via the translation theorem. Several possible outcomes are presented as remarks. Our approach is a new method to solve some difficulties with respect to the inverse integral transform.