• Journal of the Korean Mathematical Society
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• v.33 no.2
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• pp.269-282
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• 1996

It has long been known that Wiener measure and Wiener measurbility behave badly under the change of scale transformation [3] and under translation [2]. However, Cameron and Storvick [4] obtained the fact that the analytic Feynman integral was expressed as a limit of Wiener integrals for a rather larger class of functionals on a classical Wienrer space.

• Journal of the Korean Mathematical Society
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• v.52 no.1
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• pp.141-157
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• 2015

The purpose of this paper is first of all to investigate the behavior of admixable operators on the product of abstract Wiener spaces and secondly to examine transform semigroups which consist of admix-Wiener transforms on abstract Wiener spaces.

• Honam Mathematical Journal
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• v.29 no.4
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• pp.577-588
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• 2007

Bearman's rotation theorem is not only very important in pure mathematics but also plays the key role for various research areas, related to Wiener measure. In 2002, the author and professor Im introduced the concept of analogue of Wiener measure, a kind of generalization of Wiener measure and they presented the several papers associated with it. In this article, we prove a formula on analogue of Wiener measure, similar to the formula in Bearman's rotation theorem.

• The Pure and Applied Mathematics
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• v.14 no.4
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• pp.335-354
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• 2007

In this paper, we define an analogue of generalized Wiener measure and investigate its basic properties. We define (${\hat}It{o}$ type) stochastic integrals with respect to the generalized Wiener process and prove the ${\hat}It{o}$ formula. The existence and uniqueness of the solution of stochastic differential equation associated with the generalized Wiener process is proved. Finally, we generalize the linear filtering theory of Kalman-Bucy to the case of a generalized Wiener process.

• Journal of the Korean Mathematical Society
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• v.50 no.3
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• pp.607-625
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• 2013

It is well-known that the ordinary single-parameter Wiener space exhibits a reflection principle. In this paper we establish a reflection principle for a generalized one-parameter Wiener space and apply it to the integration of a class of functionals on this space. We also discuss several notions of a reflection principle for the two-parameter Wiener space, and explore whether these actually hold.

• Journal of the Chungcheong Mathematical Society
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• v.26 no.1
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• pp.111-123
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• 2013

Cameron and Storvick discovered change of scale formulas for Wiener integrals on classical Wiener space. Yoo and Skoug extended this result to an abstract Wiener space. In this paper, we investigate a change of scale formula for generalized Wiener integrals of various functions using the generalized Fourier-Feynman transform.

• Journal of the Korean Mathematical Society
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• v.38 no.2
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• pp.283-296
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• 2001

The Heisenberg inequality associated with the uncertainty principle is extended to an infinite dimensional abstract Wiener space (H, B) with an abstract Wiener measure p$_1$. For $\phi$ $\in$ L$^2$(p$_1$) and T$\in$L(B, H), it is shown that (※Equations, See Full-text), where F(sub)$\phi$ is the Fourier-Wiener transform of $\phi$. The conditions when the equality holds also discussed.

• The Pure and Applied Mathematics
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• v.7 no.1
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• pp.41-47
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• 2000

Johnson and Skoug [Pacific J. Math. 83(1979), 157-176] introduced the concept of scale-invariant measurability in Wiener space. And the applied their results in the theory of the Feynman integral. A converse measurability theorem for Wiener space due to the $K{\ddot{o}}ehler$ and Yeh-Wiener space due to Skoug[Proc. Amer. Math. Soc 57(1976), 304-310] is one of the key concept to their discussion. In this paper, we will extend the results on converse measurability in Wiener space which Chang and Ryu[Proc. Amer. Math, Soc. 104(1998), 835-839] obtained to abstract Wiener space.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.52 no.3
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• pp.173-180
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• 2003

The modified Wiener filtering method is proposed for effective noise suppression in edge region of images corrupted by additive white gaussian noise. Although the pixels classified as a edge region in the conventional Wiener filter have lots of noise components, the conventional Wiener filler cannot remove noise effectively due to the preserving of edges. To reduce noise well in edge region, we modify filter coefficients of the conventional Wiener filter The modified filter coefficients increase in noise suppression effect In edge region, while they preserve edges for strong edge region. From simulation $(256{\time}256$ size, 256 graylevel images) filtered images by the proposed method show much improved subjective image quality with some improved peak signal-to-noise ratio compared to those by the conventional Wiener filtering.

• Journal of the Korea Society of Computer and Information
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• v.18 no.3
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• pp.91-96
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• 2013

Because the r-fold Wiener process is truly infinitely dimensional and a computer can only handle finitely dimensional subspaces, we study in this paper the basic properties of the m-dimensional approximation function of the r-fold Wiener process.