• 대한수학회지
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• 제33권4호
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• pp.813-822
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• 1996

Let ${W(t); 0 \leq t < \infty}$ be a standard Wiener process on a probability space $(\Omega, \Im , P)$.

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

• 대한수학회논문집
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• 제10권2호
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• pp.337-348
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• 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.

• 대한수학회논문집
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• 제11권1호
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• pp.175-190
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• 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.

• Kyungpook Mathematical Journal
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• 제52권4호
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• pp.413-431
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• 2012

Let $C^r[0,t]$ be the function space of the vector-valued continuous paths $x:[0,t]{\rightarrow}\mathbb{R}^r$ and define $X_t:C^r[0,t]{\rightarrow}\mathbb{R}^{(n+1)r}$ and $Y_t:C^r[0,t]{\rightarrow}\mathbb{R}^{nr}$ by $X_t(x)=(x(t_0),\;x(t_1),\;{\cdots},\;x(t_{n-1}),\;x(t_n))$ and $Y_t(x)=(x(t_0),\;x(t_1),\;{\cdots},\;x(t_{n-1}))$, respectively, where $0=t_0$ < $t_1$ < ${\cdots}$ < $t_n=t$. In the present paper, using two simple formulas for the conditional expectations over $C^r[0,t]$ with the conditioning functions $X_t$ and $Y_t$, we establish evaluation formulas for the analogue of the conditional analytic Fourier-Feynman transform for the function of the form $${\exp}\{{\int_o}^t{\theta}(s,\;x(s))\;d{\eta}(s)\}{\psi}(x(t)),\;x{\in}C^r[0,t]$$ where ${\eta}$ is a complex Borel measure on [0, t] and both ${\theta}(s,{\cdot})$ and ${\psi}$ are the Fourier-Stieltjes transforms of the complex Borel measures on $\mathbb{R}^r$.

• 호남수학학술지
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• 제35권2호
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• pp.179-200
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• 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.

• Journal of Astronomy and Space Sciences
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• 제30권4호
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• pp.321-326
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• 2013

The modulation transfer function (MTF) is a widely used indicator in assessments of remote-sensing image quality. This MTF method is also used to restore information to a standard value to compensate for image degradation caused by atmospheric or satellite jitter effects. In this study, we evaluated MTF values as an image quality indicator for the Geostationary Ocean Color Imager (GOCI). GOCI was launched in 2010 to monitor the ocean and coastal areas of the Korean peninsula. We evaluated in-orbit MTF value based on the GOCI image having a 500-m spatial resolution in the first time. The pulse method was selected to estimate a point spread function (PSF) with an optimal natural target such as a Seamangeum Seawall. Finally, image restoration was performed with a Wiener filter (WF) to calculate the PSF value required for the optimal regularization parameter. After application of the WF to the target image, MTF value is improved 35.06%, and the compensated image shows more sharpness comparing with the original image.

• Korean Journal of Mathematics
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• 제30권2호
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• pp.239-247
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• 2022

Let C₀[0, T] denote the Wiener space, the space of continuous functions x(t) on [0, T] such that x(0) = 0. Define a random vector $Z_{\vec{e},k}:C_0[0,\;T] {\rightarrow}{\mathbb{R}}^k$ by $$Z_{\vec{e},k}(x)=({\normalsize\displaystyle\smashmargin{2}{\int\nolimits_0}^T}\;e_1(t)dx(t),\;{\ldots},\;{\normalsize\displaystyle\smashmargin{2}{\int\nolimits_0}^T}\;ek(t)dx(t))$$ where e_j ∈ L₂[0, T] with e_j ≠ 0 a.e., j = 1, …, k. In this paper we study the conditional Fourier-Feynman transform and a conditional convolution product for a cylinder type functionals defined on C0[0, T] with a general vector valued conditioning functions $Z_{\vec{e},k}$ above which need not depend upon the values of x at only finitely many points in (0, T] rather than a conditioning function X(x) = (x(t₁), …, x(t_n)) where 0 < t₁ < … < t_n = T. In particular we show that the conditional Fourier-Feynman transform of the conditional convolution product is the product of conditional Fourier-Feynman transforms.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2002년도 춘계 학술발표회 논문집
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• pp.55-60
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• 2002

We present an extension of the Wong-Zakai type approximation theorem for a multiple stochastic integral. Using a piecewise linear approximation $W^{(n)}$ of a Wiener process W, we prove that the multiple integral processes {${\int}_{0}^{t}{\cdots}{\int}_{0}^{t}f(t_{1},{\cdots},t_{m})W^{(n)}(t_{1}){\cdots}W^{(n)}(t_{m}),t{\in}[0,T]$} where f is a given symmetric function in the space $C([0,T]^{m})$, converge to the multiple Stratonovich integral of f in the uniform $L^{2}$-sense.

• Korean Journal of Mathematics
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• 제9권2호
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• pp.133-147
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• 2001

In this paper, we introduce the concepts of multiple $L_p$ analytic Fourier-Feynman transform ($1{\leq}p$ < ${\infty})$ and a convolution product of functionals on abstract Wiener space and verify the existence of the multiple $L_p$ analytic Fourier-Feynman transform for functionls in the Fresnel class. Moreover, we verify that the Fresnel class is closed under the $L_p$ analytic Fourier-Feynman transformation and the convolution product, respectively. And we establish some relationships among the multiple $L_p$ analytic Fourier-Feynman transform and the convolution product on the Fresnel class.