• Journal of the Korean Mathematical Society
• /
• v.50 no.5
• /
• pp.1105-1127
• /
• 2013

Let C[0, $t$] denote the function space of real-valued continuous paths on [0, $t$]. Define $X_n\;:\;C[0,t]{\rightarrow}\mathbb{R}^{n+1}$ and $X_{n+1}\;:\;C[0,t]{\rightarrow}\mathbb{R}^{n+2}$ by $X_n(x)=(x(t_0),x(t_1),{\ldots},x(t_n))$ and $X_{n+1}(x)=(x(t_0),x(t_1),{\ldots},x(t_n),x(t_{n+1}))$, respectively, where $0=t_0 <; t_1 <{\ldots} < t_n < t_{n+1}=t$. In the present paper, using simple formulas for the conditional expectations with the conditioning functions $X_n$ and $X_{n+1}$, we evaluate the $L_p(1{\leq}p{\leq}{\infty})$-analytic conditional Fourier-Feynman transforms and the conditional convolution products of the functions, which have the form $fr((v_1,x),{\ldots},(v_r,x)){\int}_{L_2}_{[0,t]}\exp\{i(v,x)\}d{\sigma}(v)$ for $x{\in}C[0,t]$, where $\{v_1,{\ldots},v_r\}$ is an orthonormal subset of $L_2[0,t]$, $f_r{\in}L_p(\mathbb{R}^r)$, and ${\sigma}$ is the complex Borel measure of bounded variation on $L_2[0,t]$. We then investigate the inverse conditional Fourier-Feynman transforms of the function and prove that the analytic conditional Fourier-Feynman transforms of the conditional convolution products for the functions can be expressed by the products of the analytic conditional Fourier-Feynman transform of each function.

• Communications of the Korean Mathematical Society
• /
• v.35 no.3
• /
• pp.809-823
• /
• 2020

Let C[0, T] denote the space of continuous, real-valued functions on the interval [0, T] and let C₀[0, T] be the space of functions x in C[0, T] with x(0) = 0. In this paper, we introduce a Banach algebra ${\bar{\mathcal{S}}}_{{\alpha},{\beta};{\varphi}}$ on C[0, T] and its equivalent space ${\bar{\mathcal{F}}}({\mathcal{H}}) $, a space of transforms of equivalence classes of measures, which generalizes Fresnel class 𝓕(𝓗), where 𝓗 is an appropriate real separable Hilbert space of functions on [0, T]. We also investigate their properties and derive an isomorphism between ${\bar{\mathcal{S}}}_{{\alpha},{\beta};{\varphi}}$ and ${\bar{\mathcal{F}}}({\mathcal{H}}) $. When C[0, T] is replaced by C₀[0, T], ${\bar{\mathcal{F}}}({\mathcal{H}}) $ and ${\bar{\mathcal{S}}}_{{\alpha},{\beta};{\varphi}}$ reduce to 𝓕(𝓗) and Cameron-Storvick's Banach algebra 𝓢, respectively, which is the space of generalized Fourier-Stieltjes transforms of the complex-valued, finite Borel measures on L²[0, T].

• 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.

• Journal of the Korean Mathematical Society
• /
• v.49 no.5
• /
• pp.1065-1082
• /
• 2012

In this paper we first investigate the existence of the generalized Fourier-Feynman transform of the functional F given by $$F(x)={\hat{\nu}}((e_1,x)^{\sim},{\ldots},(e_n,x)^{\sim})$$, where $(e,x)^{\sim}$ denotes the Paley-Wiener-Zygmund stochastic integral with $x$ in a very general function space $C_{a,b}[0,T]$ and $\hat{\nu}$ is the Fourier transform of complex measure ${\nu}$ on $B({\mathbb{R}}^n)$ with finite total variation. We then define two sequential transforms. Finally, we establish that the one is to identify the generalized Fourier-Feynman transform and the another transform acts like an inverse generalized Fourier-Feynman transform.

• Honam Mathematical Journal
• /
• v.35 no.2
• /
• pp.179-200
• /
• 2013

Let $C[0,t]$ denote the function space of all real-valued continuous paths on $[0,t]$. Define $X_n:C[0,t]{\rightarrow}\mathbb{R}^{n+1}$ by $Xn(x)=(x(t_0),x(t_1),{\cdots},x(t_n))$, where $0=t_0$ < $t_1$ < ${\cdots}$ < $t_n$ < $t$ is a partition of $[0,t]$. In the present paper, using a simple formula for the conditional expectation given the conditioning function $X_n$, we evaluate the $L_p(1{\leq}p{\leq}{\infty})$-analytic conditional Fourier-Feynman transform and the conditional convolution product of the cylinder functions which have the form $$f((v_1,x),{\cdots},(v_r,x))\;for\;x{\in}C[0,t]$$, where {$v_1,{\cdots},v_r$} is an orthonormal subset of $L_2[0,t]$ and $f{\in}L_p(\mathbb{R}^r)$. We then investigate several relationships between the conditional Fourier-Feynman transform and the conditional convolution product of the cylinder functions.

• Communications of the Korean Mathematical Society
• /
• v.12 no.2
• /
• pp.293-303
• /
• 1997

The existence theorem for the operator valued function space integral has been studied, when the wave function was in $L_1(R)$ class and the potential energy function was represented as a double integra [4]. Johnson and Lapidus established the existence theorem for the operator valued function space integral, when the wave function was in $L_2(R)$ class and the potential energy function was represented as an integral involving a Borel measure [9]. In this paper, we establish the existence theorem for the operator valued function we establish the existence theorem for the operator valued function space integral as an operator from $L_1(R)$ to $L_\infty(R)$ for certain potential energy functions which involve double integrals with some Borel measures.

• Journal of the Korean Mathematical Society
• /
• v.33 no.2
• /
• pp.235-247
• /
• 1996

Many numerical computations in science and engineering can only be solved approximately since the available infomation is partial. For instance, for problems defined ona space of functions, information about f is typically provided by few function values, $N(f) = [f(x_1), f(x_2), \ldots, f(x_n)]$. Knwing N(f), the solution is approximated by a numerical method. The error between the true and the approximate solutions can be reduced by acquiring more information. However, this increases the cost. Hence there is a trade-off between the error and the cost.

• Journal of the Chungcheong Mathematical Society
• /
• v.26 no.2
• /
• pp.323-342
• /
• 2013

Let $C[0,t]$ denote the function space of all real-valued continuous paths on $[0,t]$. Define $Xn:C[0,t]{\rightarrow}\mathbb{R}^{n+1}$ and $X_{n+1}:C[0,t]{\rightarrow}\mathbb{R}^{n+2}$ by $X_n(x)=(x(t_0),x(t_1),{\cdots},x(t_n))$ and $X_{n+1}(x)=(x(t_0),x(t_1),{\cdots},x(t_n),x(t_{n+1}))$, where $0=t_0$ < $t_1$ < ${\cdots}$ < $t_n$ < $t_{n+1}=t$. In the present paper, using simple formulas for the conditional expectations with the conditioning functions $X_n$ and $X_{n+1}$, we evaluate the $L_p(1{\leq}p{\leq}{\infty})$-analytic conditional Fourier-Feynman transforms and the conditional convolution products of the functions which have the form $${\int}_{L_2[0,t]}{{\exp}\{i(v,x)\}d{\sigma}(v)}{{\int}_{\mathbb{R}^r}}\;{\exp}\{i{\sum_{j=1}^{r}z_j(v_j,x)\}dp(z_1,{\cdots},z_r)$$ for $x{\in}C[0,t]$, where $\{v_1,{\cdots},v_r\}$ is an orthonormal subset of $L_2[0,t]$ and ${\sigma}$ and ${\rho}$ are the complex Borel measures of bounded variations on $L_2[0,t]$ and $\mathbb{R}^r$, respectively. We then investigate the inverse transforms of the function with their relationships and finally prove that the analytic conditional Fourier-Feynman transforms of the conditional convolution products for the functions, can be expressed in terms of the products of the conditional Fourier-Feynman transforms of each function.

• Bulletin of the Korean Mathematical Society
• /
• v.34 no.2
• /
• pp.317-334
• /
• 1997

The existence of an operator-valued function space integral as an operator on $L_p(R) (1 \leq p \leq 2)$ was established for certain functionals which involved the Labesgue measure [1,2,6,7]. Johnson and Lapidus showed the existence of the integral as an operator on $L_2(R)$ for certain functionals which involved any Borel measures [5]. J. S. Chang and Johnson proved the existence of the integral as an operator from L_1(R)$ to $C_0(R)$ for certain functionals involving some Borel measures [3]. K. S. Chang and K. S. Ryu showed the existence of the integral as an operator from $L_p(R) to L_p'(R)$ for certain functionals involving some Borel measures [4].