• 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.

• Communications of the Korean Mathematical Society
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• v.11 no.1
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• pp.169-174
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• 1996

Let $C_\alpha$ be the collection of those members of $C[0,1]$ which are H$\ddot{o}lder $\alpha$-continuous functions on [0,1]. In this paper, I will show that $\mu(C_{\frac{1}{2}) = 0$ for Wiener measure $\mu$.

• 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.27 no.4
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• pp.689-695
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• 2014

Let M be an N-function satisfies the ${\Delta}_2$-condition and let $O_M$ be the Orlicz space associated with M. Let $C(O_M)$ be the space of all continuous functions defined on the interval [0, T] with values in $O_M$. In this note, we define the analogue of Wiener measure $m^M_{\phi}$ on $C(O_M)$, establish the Wiener integration formulae for the cylinder functions on $C(O_M)$ and give some examples related to our formulae.

• Communications of the Korean Mathematical Society
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• v.21 no.1
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• pp.75-88
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• 2006

Wiener measure and Wiener measurability behave badly under the change of scale transformation. We express the analytic Feynman integral over $C_0(B)$ as a limit of Wiener integrals over $C_0(B)$ and establish change of scale formulas for Wiener integrals over $C_0(B)$ for some functionals.

• 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 $C^t to C$.

• Bulletin of the Korean Mathematical Society
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• v.48 no.3
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• pp.655-672
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• 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.

• Journal of the Korean Mathematical Society
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• v.57 no.2
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• pp.451-470
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• 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].

• Journal of the Chungcheong Mathematical Society
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• v.4 no.1
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• pp.45-48
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• 1991

Wiener measure $m({\lambda}B)$ can behave arbitrarily badly as a function of ${\lambda}$ for Wiener measurable sets B. We show however that $m({\lambda}B)$ is Borel measurable with respect to ${\lambda}$ for any Borel subset B of $C_0$[0, 1].

• Journal of the Chungcheong Mathematical Society
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• v.25 no.4
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• pp.691-701
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• 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.