• 충청수학회지
• /
• 제25권4호
• /
• pp.691-701
• /
• 2012

In this note, we define the It$\hat{o}$ integral with respect to analogue of Wiener process and investigate its various properties and examples.

• 한국수학교육학회지시리즈B:순수및응용수학
• /
• 제7권1호
• /
• pp.41-47
• /
• 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.

• 한국컴퓨터정보학회논문지
• /
• 제18권3호
• /
• pp.91-96
• /
• 2013

r-fold Wiener process는 실질적으로 infinite dimension이고, 컴퓨터는 finitely dimensional subspace만 취급할 수 있기 때문에 f-fold Wiener process는 컴퓨터로 구현될 수 없다. 따라서 본 논문에서는 r-fold Wiener process의 m-dimensional approximation 함수의 특성에 대해 연구한다.

• 대한수학회논문집
• /
• 제15권4호
• /
• pp.715-721
• /
• 2000

It is known that one can generate functions distributed according to ${\gamma}$-fold Wiener measure. So we could estimate the average case errors in a similar way as in Monte-Carlo method. Hence we study the basic properties of the generator of random functions. n addition, because the ${\gamma}$-fold Wiener process is truly infinitely dimensional and a computer can only handle finitely dimensional spaces, we study in this paper, the properties of generator for an m-dimensional approximation of the ${\gamma}$-fold Wiener process.

• Korean Journal of Mathematics
• /
• 제21권3호
• /
• pp.237-246
• /
• 2013

In this paper we first consider the partition of the general region made by the monotonically increasing and continuous function and then obtain the measure from the partition of the region. The results obtained here is a little bit different from the previous results in [1, 2, 3] and finally we discuss the difference.

• 대한수학회지
• /
• 제57권2호
• /
• pp.451-470
• /
• 2020

Let C[0, T] denote an analogue of Wiener space, the space of real-valued continuous functions on the interval [0, T]. For a partition 0 = t₀ < t₁ < ⋯ < t_n < t_n+1 = T of [0, T], define X_n : C[0, T] → ℝⁿ⁺¹ by X_n(x) = (x(t₀), x(t₁), …, x(t_n)). In this paper we derive a simple evaluation formula for Radon-Nikodym derivatives similar to the conditional expectations of functions on C[0, T] with the conditioning function X_n which has a drift and does not contain the present position of paths. As applications of the formula with X_n, we evaluate the Radon-Nikodym derivatives of the functions ∫₀^T[x(t)]^mdλ(t)(m∈ℕ) and [∫₀^Tx(t)dλ(t)]² on C[0, T], where λ is a complex-valued Borel measure on [0, T]. Finally we derive two translation theorems for the Radon-Nikodym derivatives of the functions on C[0, T].

• 대한수학회보
• /
• 제53권5호
• /
• pp.1531-1548
• /
• 2016

Let C[0, t] denote the space of real-valued continuous functions on [0, t] and define a random vector $Z_n:C[0,t]{\rightarrow}\mathbb{R}^n$ by $Z_n(x)=(\int_{0}^{t_1}h(s)dx(s),{\ldots},\int_{0}^{t_n}h(s)dx(s))$, where 0 < $t_1$ < ${\cdots}$ < $ t_n=t$ is a partition of [0, t] and $h{\in}L_2[0,t]$ with $h{\neq}0$ a.e. Using a simple formula for a conditional expectation on C[0, t] with $Z_n$, we evaluate a generalized analytic conditional Wiener integral of the function $G_r(x)=F(x){\Psi}(\int_{0}^{t}v_1(s)dx(s),{\ldots},\int_{0}^{t}v_r(s)dx(s))$ for F in a Banach algebra and for ${\Psi}=f+{\phi}$ which need not be bounded or continuous, where $f{\in}L_p(\mathbb{R}^r)(1{\leq}p{\leq}{\infty})$, {$v_1,{\ldots},v_r$} is an orthonormal subset of $L_2[0,t]$ and ${\phi}$ is the Fourier transform of a measure of bounded variation over $\mathbb{R}^r$. Finally we establish various change of scale transformations for the generalized analytic conditional Wiener integrals of $G_r$ with the conditioning function $Z_n$.

• 대한수학회보
• /
• 제48권3호
• /
• pp.655-672
• /
• 2011

Let $C^r$[0,t] be the function space of the vector-valued continuous paths x : [0,t] ${\rightarrow}$ $R^r$ and define $X_t$ : $C^r$[0,t] ${\rightarrow}$ $R^{(n+1)r}$ and $Y_t$ : $C^r$[0,t] ${\rightarrow}$ $R^{nr}$ by $X_t(x)$ = (x($t_0$), x($t_1$), ..., x($t_{n-1}$), x($t_n$)) and $Y_t$(x) = (x($t_0$), x($t_1$), ..., x($t_{n-1}$)), respectively, where 0 = $t_0$ < $t_1$ < ... < $t_n$ = t. In the present paper, with the conditioning functions $X_t$ and $Y_t$, we introduce two simple formulas for the conditional expectations over $C^r$[0,t], an analogue of the r-dimensional Wiener space. We establish evaluation formulas for the analogues of the analytic Wiener and Feynman integrals for the function $G(x)=\exp{{\int}_0^t{\theta}(s,x(s))d{\eta}(s)}{\psi}(x(t))$, where ${\theta}(s,{\cdot})$ and are the Fourier-Stieltjes transforms of the complex Borel measures on ${\mathbb{R}}^r$. Using the simple formulas, we evaluate the analogues of the conditional analytic Wiener and Feynman integrals of the functional G.

• 대한수학회지
• /
• 제40권1호
• /
• pp.73-86
• /
• 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.

• 대한수학회논문집
• /
• 제10권2호
• /
• pp.337-348
• /
• 1995

In 1987, Johnson and Lapidus introduced the noncommutative operations * and + on Wiener functionals and gave a precise and rigorous interpretation of certain aspects of Feynman's operational calculus for noncommuting operators. They established the operational calculus for certain functionals which involve Legesgue measure. In this paper we establish the operational calculus for the functionals applied to multiple integrals which involve some Borel measures.