• Journal of the Korean Mathematical Society
• /
• v.29 no.2
• /
• pp.317-331
• /
• 1992

• Korean Journal of Mathematics
• /
• v.30 no.4
• /
• pp.593-601
• /
• 2022

Let C(Q) denote Yeh-Wiener space, the space of all real-valued continuous functions x(s, t) on Q ≡ [0, S] × [0, T] with x(s, 0) = x(0, t) = 0 for every (s, t) ∈ Q. For each partition τ = τ_m,n = {(s_i, t_j)|i = 1, . . . , m, j = 1, . . . , n} of Q with 0 = s₀ < s₁ < . . . < s_m = S and 0 = t₀ < t₁ < . . . < t_n = T, define a random vector X_τ : C(Q) → ℝ^mn by X_τ (x) = (x(s₁, t₁), . . . , x(s_m, t_n)). In this paper we study the conditional integral transform and the conditional convolution product for a class of cylinder type functionals defined on K(Q) with a given conditioning function X_τ above, where K(Q)is the space of all complex valued continuous functions of two variables on Q which satify x(s, 0) = x(0, t) = 0 for every (s, t) ∈ Q. In particular we derive a useful equation which allows to calculate the conditional integral transform of the conditional convolution product without ever actually calculating convolution product or conditional convolution product.

• Communications of the Korean Mathematical Society
• /
• v.11 no.1
• /
• pp.175-190
• /
• 1996

In this paper we establish the existence of the conditional Feynman integral of certain functions which are not in the Banach algebra S of functions on Wiener space which are a kind of stochastic Fourier transform of complex Borel measures on $L^2[a, b]$. This result is used to provide the fundamental solution for the Schr$\ddot{o}$dinger equation for the forced harmonic potential.

• Journal of the Korean Mathematical Society
• /
• v.34 no.3
• /
• pp.569-579
• /
• 1997

We investigate the existence of the operator-valued Feynman integral when a Wiener functional is given by a Fourier transform of complex Borel measure.

• Journal of the Chungcheong Mathematical Society
• /
• v.23 no.1
• /
• pp.119-126
• /
• 2010

In this paper, we find the formula for the analogue of Wiener measure over the subset of C[0, T] bounded by the sectionally differentiable functions, which is a generalization of Park and Skoug's results in [2].

• Bulletin of the Korean Mathematical Society
• /
• v.28 no.2
• /
• pp.147-161
• /
• 1991

In this paper we define the conditional generalized Wiener measure and then express the conditional generalized Wiener integral over this new measure. In particular we consider a conditional expectation of functionals of the generalized Brownian paths under the condition that the paths pass through the given points .xi.$_{1}$, .xi.$_{2}$, .., .xi.$_{n}$ at times t$_{1}$, t$_{2}$, .., t$_{n}$, respectively.ely.

• Communications of the Korean Mathematical Society
• /
• v.17 no.1
• /
• pp.21-29
• /
• 2002

The existence of the operator-valued Feynman integral was established when a Wiener functional is given by a Fourier transform of complex Borel measures. In this paper, we investigate the stability of the Feynman integral with respect to the measures.

• Journal of applied mathematics & informatics
• /
• v.7 no.3
• /
• pp.959-968
• /
• 2000

The existence of the operator-valued Feynman integral was established when a Wiener functional is given by a Fourier transform of complex Borel measure [1]. In this paper, I investigate a stability of the Feynman integral with respect to the potentials.

• Korean Journal of Mathematics
• /
• v.24 no.3
• /
• pp.573-586
• /
• 2016

We study the conditional integral transforms and conditional convolutions of functionals defined on K[0, T]. We consider a general vector-valued conditioning functions $X_k(x)=({\gamma}_1(x),{\ldots},{\gamma}_k(x))$ where ${\gamma}_j(x)$ are Gaussian random variables on the Wiener space which need not depend upon the values of x at only finitely many points in (0, T]. We then obtain several relationships and formulas for the conditioning functions that exist among conditional integral transform, conditional convolution and first variation of functionals in $E_{\sigma}$.

• Korean Journal of Mathematics
• /
• v.6 no.1
• /
• pp.47-66
• /
• 1998

In this paper, we introduce an $L_p$ analytic Fourier-Feynman transformation, show the existence of the $L_p$ analytic Fourier-Feynman transforms for a certain class of cylinder functionals on an abstract Wiener space, and investigate its interesting properties. Moreover, we define a convolution product for two functionals on the abstract Wiener space and establish the relationships between the Fourier-Feynman transform for the convolution product of two cylinder functionals and the Fourier-Feynman transform for each functional.