• Title/Summary/Keyword: Paley-Wiener-Zygmund stochastic integral

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GENERALIZED FOURIER-FEYNMAN TRANSFORM AND SEQUENTIAL TRANSFORMS ON FUNCTION SPACE

  • Choi, Jae-Gil;Chang, Seung-Jun
    • Journal of the Korean Mathematical Society
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    • v.49 no.5
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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.

A FRESNEL TYPE CLASS ON FUNCTION SPACE

  • Chang, Seung-Jun;Choi, Jae-Gil;Lee, Sang-Deok
    • The Pure and Applied Mathematics
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    • v.16 no.1
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    • pp.107-119
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    • 2009
  • In this paper we define a Banach algebra on very general function space induced by a generalized Brownian motion process rather than on Wiener space, but the Banach algebra can be considered as a generalization of Fresnel class defined on Wiener space. We then show that several interesting functions in quantum mechanic are elements of the class.

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CONDITIONAL FOURIER-FEYNMAN TRANSFORM AND CONDITIONAL CONVOLUTION PRODUCT ASSOCIATED WITH INFINITE DIMENSIONAL CONDITIONING FUNCTION

  • Jae Gil Choi;Sang Kil Shim
    • Bulletin of the Korean Mathematical Society
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    • v.60 no.5
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    • pp.1221-1235
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    • 2023
  • In this paper, we use an infinite dimensional conditioning function to define a conditional Fourier-Feynman transform (CFFT) and a conditional convolution product (CCP) on the Wiener space. We establish the existences of the CFFT and the CCP for bounded functions which form a Banach algebra. We then provide fundamental relationships between the CFFTs and the CCPs.

CONDITIONAL FOURIER-FEYNMAN TRANSFORM AND CONDITIONAL CONVOLUTION PRODUCT ASSOCIATED WITH VECTOR-VALUED CONDITIONING FUNCTION

  • Ae Young Ko;Jae Gil Choi
    • The Pure and Applied Mathematics
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    • v.30 no.2
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    • pp.155-167
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    • 2023
  • In this paper, we use a vector-valued conditioning function to define a conditional Fourier-Feynman transform (CFFT) and a conditional convolution product (CCP) on the Wiener space. We establish the existences of the CFFT and the CCP for bounded functionals which form a Banach algebra. We then provide fundamental relationships between the CFFTs and the CCPs.

TRANSLATION THEOREMS FOR THE ANALYTIC FOURIER-FEYNMAN TRANSFORM ASSOCIATED WITH GAUSSIAN PATHS ON WIENER SPACE

  • Chang, Seung Jun;Choi, Jae Gil
    • 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 ${\int_{0}^{T}}{\alpha}(t)dx(t)$.