• Communications of the Korean Mathematical Society
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• v.37 no.3
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• pp.749-763
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• 2022

Let C[0, T] denote an analogue of Weiner space, the space of real-valued continuous on [0, T]. In this paper, we investigate the translation of time interval [0, T] defining the analogue of Winer space C[0, T]. As applications of the result, we derive various relationships between the analogue of Wiener space and its product spaces. Finally, we express the analogue of Wiener measures on C[0, T] as the analogue of Wiener measures on C[0, s] and C[s, T] with 0 < s < T.

• Bulletin of the Korean Mathematical Society
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• v.47 no.1
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• pp.131-149
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• 2010

In 1992, the author introduced the definition and the properties of Wiener measure over paths in Wiener space and this measure was investigated extensively by some mathematicians. In 2002, the author and Dr. Im presented an article for analogue of Wiener measure and its applications which is the generalized theory of Wiener measure theory. In this note, we will derive the analogue of Wiener measure over paths in Wiener space and establish two integration formulae, one is similar to the Wiener integration formula and another is similar to simple formula for conditional Wiener integral. Furthermore, we will give some examples for our formulae.

• 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.

• Journal of the Chungcheong Mathematical Society
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• v.30 no.1
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• pp.67-76
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• 2017

In this note, we prove the theorems in the generalized analogue of Wiener space corresponding to the second and the third arcsine laws in either concrete or analogue of Wiener space [1, 2, 7] and we show that our results are exactly same to either the concrete or the analogue of Wiener case when the initial condition gives either the Dirac measure at the origin or the probability Borel measure.

• Journal of the Chungcheong Mathematical Society
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• v.23 no.4
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• pp.711-720
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• 2010

In this note, we will establish the integration formulae for functionals such as $F(x)=\prod_{j=1}^{n}\;x(s_j)^2$ and $G(x)=\exp\{{\lambda}{\int}_{0}^{t}\;x(s)^2dm_L(s)\}$ in the analogue of Wiener measure space and using our formulae, we will derive some formulae for series.

• Journal of the Chungcheong Mathematical Society
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• v.28 no.4
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• pp.615-622
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• 2015

In this note, we prove the theorems in analogue of Wiener space corresponding to the second and the third arcsine laws in the concrete Wiener space [1, 2] and we show that our results are exactly same to the concrete Wiener case when the initial condition gives the Dirac measure at the origin.

• 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.

• Bulletin of the Korean Mathematical Society
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• v.21 no.2
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• pp.99-106
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• 1984

J. Yeh has recently introduced the concept of conditional Wiener integrals which are meant specifically the conditional expectation E$^{w}$ (Z vertical bar X) of a real or complex valued Wiener integrable functional Z conditioned by the Wiener measurable functional X on the Wiener measure space (A precise definition of the conditional Wiener integral and a brief discussion of the Wiener measure space are given in Section 2). In [3] and [4] he derived some inversion formulae for conditional Wiener integrals and evaluated some conditional Wiener integrals E$^{w}$ (Z vertical bar X) conditioned by X(x)=x(t) for a fixed t>0 and x in Wiener space. Thus E$^{w}$ (Z vertical bar X) is a real or complex valued function on R$^{1}$. In this paper we shall be concerned with the random vector X given by X(x) = (x(s$_{1}$),..,x(s$_{n}$ )) for every x in Wiener space where 0=s$_{0}$ $_{1}$<..$_{n}$ =t. In Section 3 we will evaluate some conditional Wiener integrals E$^{w}$ (Z vertical bar X) which are real or complex valued functions on the n-dimensional Euclidean space R$^{n}$ . Thus we extend Yeh's results [4] for the random variable X given by X(x)=x(t) to the random vector X given by X(x)=(x(s$_{1}$).., x(s$_{n}$ )).

• The Pure and Applied Mathematics
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• v.14 no.4
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• pp.317-333
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• 2007

In 2002, the author and professor Ryu introduced the concept of analogue of Wiener measure. In this paper, we prove the existence theorem of Fourier-Feynman transform on analogue of Wiener measure in $L_2-norm$ sense.

• Journal of the Korean Mathematical Society
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• v.33 no.4
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• pp.763-775
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• 1996

For $Q = [0,S] \times [0,T]$ let C(Q) denote Yeh-Wiener space, i.e., the space of all real-valued continuous functions x(s,t) on Q such that x(0,t) = x(s,0) = 0 for every (s,t) in Q. Yeh [10] defined a Gaussian measure $m_y$ on C(Q) (later modified in [13]) such that as a stochastic process ${x(s,t), (s,t) \epsilon Q}$ has mean $E[x(s,t)] = \smallint_{C(Q)} x(s,t)m_y(dx) = 0$ and covariance $E[x(s,t)x(u,\upsilon)] = min{s,u} min{t,\upsilon}$. Let $C_\omega \equiv C[0,T]$ denote the standard Wiener space on [0,T] with Wiener measure $m_\omega$. Yeh [12] introduced the concept of the conditional Wiener integral of F given X, E(F$\mid$X), and for case X(x) = x(T) obtained some very useful results including a Kac-Feynman integral equation.