• Bulletin of the Korean Mathematical Society
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• v.33 no.3
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• pp.465-475
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• 1996

Fix t > 0. Denote by $C^t$ the space of $R$-valued continuous functions x on [0,t]. Let $C_0^t$ be the Wiener space - $C_0^t = {x \in C^t : x(0) = 0}$ - equipped with Wiener measure m. Let F be a function from $C^t to C$.

• The Journal of Natural Sciences
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• v.11 no.1
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• pp.1-5
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• 1999

• Proceedings of the Korean Statistical Society Conference
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• 2002.05a
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• pp.55-60
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• 2002

We present an extension of the Wong-Zakai type approximation theorem for a multiple stochastic integral. Using a piecewise linear approximation $W^{(n)}$ of a Wiener process W, we prove that the multiple integral processes {${\int}_{0}^{t}{\cdots}{\int}_{0}^{t}f(t_{1},{\cdots},t_{m})W^{(n)}(t_{1}){\cdots}W^{(n)}(t_{m}),t{\in}[0,T]$} where f is a given symmetric function in the space $C([0,T]^{m})$, converge to the multiple Stratonovich integral of f in the uniform $L^{2}$-sense.

• Communications of the Korean Mathematical Society
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• v.21 no.1
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• pp.117-133
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• 2006

Cameron and Storvick discovered change of scale formulas for Wiener integrals of bounded functions in a Banach algebra S of analytic Feynman integrable functions on classical Wiener space. Yoo and Skoug extended these results to abstract Wiener space for a generalized Fresnel class $F_{A1,A2}$ containing the Fresnel class F(B) which corresponds to the Banach algebra S on classical Wiener space. In this paper, we present a change of scale formula for Wiener integrals of various functions on $B^2$ which need not be bounded or continuous.

• Bulletin of the Korean Mathematical Society
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• v.37 no.4
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• pp.791-802
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• 2000

In 1968, Cameron and Storvick introduce the definition and the theories of the operator-valued function space integral. Since then, the stability theorems of the integral was developed by Johnson, Skoug, Chang etc [1, 2, 4, 5]. Recently, the authors establish the existence theorem of the operator-valued function space [8]. In this paper, we will prove the stability theorems of the operator-valued function space integral over paths in abstract Wiener space $C_0(B)$.

• Journal of the Korean Mathematical Society
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• v.40 no.1
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• pp.73-86
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• 2003

In this paper, we define a generalized sequential operator-valued function space integral by using a generalized Wiener measure. It is an extention of the sequential operator-valued function space integral introduced by Cameron and Storvick. We prove the existence of this integral for functionals which involve some product Borel measures.

• Journal of the Chungcheong Mathematical Society
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• v.26 no.4
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• pp.735-742
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• 2013

In this note, we prove the translation theorem for the generalized analogue of Wiener measure space and we show some properties of the generalized analogue of Wiener measure from it.

• 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 Mathematical Society
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• v.41 no.2
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• pp.265-294
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• 2004

In this paper, using a simple formula, we evaluate the conditional Fourier-Feynman transforms and the conditional convolution products of cylinder type functions, and show that the conditional Fourier-Feynman transform of the conditional convolution product is expressed as a product of the conditional Fourier-Feynman transforms. Also, we evaluate the conditional Fourier-Feynman transforms of the functions of the forms exp {$\int_{O}^{T}$ $\theta$(s,$\chi$(s))ds}, exp{$\int_{O}^{T}$ $\theta$(s,$\chi$(s))ds}$\Phi$($\chi$(T)), exp{$\int_{O}^{T}$ $\theta$(s,$\chi$(s))d${\zeta}$(s)}, exp{$\int_{O}^{T}$ $\theta$(s,$\chi$(s))d${\zeta}$(s)}$\Phi$($\chi$(T)) which are of interest in Feynman integration theories and quantum mechanics.

• Korean Journal of Mathematics
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• v.23 no.3
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• pp.491-502
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• 2015

A martingale is a mathematical model for a fair wager and the modern theory of martingales plays a very important and useful role in the study of the stochastic fields. This paper is devoted to investigate a martingale and a non-martingale on the several stochastic integral or differential equations. Specially, we show that whether the stochastic integral equation involving a standard Wiener process with the associated filtration is or not a martingale.