• 제목/요약/키워드: Wiener space

검색결과 149건 처리시간 0.019초

A DOMINATED CONVERGENCE THEOREM FOR THE OPERATOR-VALUED FEYNMAN INTEGRAL

  • Ahn, Byung-Moo
    • Journal of applied mathematics & informatics
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    • 제7권3호
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    • pp.959-968
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    • 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.

HEAT EQUATION IN WHITE NOISE ANALYSIS

  • KimLee, Jung-Soon
    • 대한수학회지
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    • 제33권3호
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    • pp.541-555
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    • 1996
  • The Fourier transform plays a central role in the theory of distribution on Euclidean spaces. Although Lebesgue measure does not exist in infinite dimensional spaces, the Fourier transform can be introduced in the space $(S)^*$ of generalized white noise functionals. This has been done in the series of paper by H.-H. Kuo [1, 2, 3], [4] and [5]. The Fourier transform $F$ has many properties similar to the finite dimensional case; e.g., the Fourier transform carries coordinate differentiation into multiplication and vice versa. It plays an essential role in the theory of differential equations in infinite dimensional spaces.

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STOCHASTIC MEHLER KERNELS VIA OSCILLATORY PATH INTEGRALS

  • Truman, Aubrey;Zastawniak, Tomasz
    • 대한수학회지
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    • 제38권2호
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    • pp.469-483
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    • 2001
  • The configuration space and phase space oscillatory path integrals are computed in the case of the stochastic Schrodinger equation for the harmonic oscillator with a stochastic term of the form (K$\psi$(sub)t)(x) o dW(sub)t, where K is either the position operator or the momentum operator, and W(sub)t is the Wiener process. In this way formulae are derived for the stochastic analogues of the Mehler kernel.

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ESTIMATES IN EXIT PROBABILITY FOR SOLUTIONS OF NUCLEAR SPACE-VALUED SDE

  • Cho, Nhan-Sook
    • 대한수학회보
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    • 제38권1호
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    • pp.129-136
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    • 2001
  • We consider a solution process of stochastic differential equation(SDE) driven by S'($R^d$)-valued Wiener process and study a large deviation type of estimates for the process. We get an upper bound in exit probability for such a process to leave a ball of radius $\tau$ before a finite time t. We apply the Ito formula to the SDE under the structure of nuclear space.

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CONDITIONAL INTEGRAL TRANSFORMS AND CONVOLUTIONS FOR A GENERAL VECTOR-VALUED CONDITIONING FUNCTIONS

  • Kim, Bong Jin;Kim, Byoung Soo
    • Korean Journal of Mathematics
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    • 제24권3호
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    • pp.573-586
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    • 2016
  • We study the conditional integral transforms and conditional convolutions of functionals defined on K[0, T]. We consider a general vector-valued conditioning functions $X_k(x)=({\gamma}_1(x),{\ldots},{\gamma}_k(x))$ where ${\gamma}_j(x)$ are Gaussian random variables on the Wiener space which need not depend upon the values of x at only finitely many points in (0, T]. We then obtain several relationships and formulas for the conditioning functions that exist among conditional integral transform, conditional convolution and first variation of functionals in $E_{\sigma}$.

An Efficient Low Complexity Blind Equalization Using Micro-Genetic Algorithm

  • Kim, Sung-Soo;Kang, Jee-Hye
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제4권3호
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    • pp.283-287
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    • 2004
  • In this paper, a method of designing the efficient batch blind equalization with low complexity using a micro genetic algorithm (GA), is presented. In general, the blind equalization techniques that are focused on the complexity reduction might be carried out with minor effect on the performance. Among the advanced various subjects in the field of GAs, a micro genetic algorithm is employed to identity the unknown channel impulse response in order to reduce the search space effectively. A new cost function with respect to the constant modulus criterion is suggested considering its relation to the Wiener criterion. We provide simulation results to show the superiority of the proposed techniques compared to other existing techniques.

Sequential operator-valued function space integral as an $L({L_p},{L_p'})$ theory

  • Ryu, K.S.
    • 대한수학회지
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    • 제31권3호
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    • pp.375-391
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    • 1994
  • In 1968k Cameron and Storvick introduced the analytic and the sequential operator-valued function space integral [2]. Since then, the theo교 of the analytic operator-valued function space integral has been investigated by many mathematicians - Cameron, Storvick, Johnson, Skoug, Lapidus, Chang and author etc. But there are not that many papers related to the theory of the sequential operator-valued function space integral. In this paper, we establish the existence of the sequential operator-valued function space integral as an operator from $L_p$ to $L_p'(1 and investigated the integral equation related to this integral.

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AN OPERATOR VALUED FUNCTION SPACE INTEGRAL OF FUNCTIONALS INVOLVING DOUBLE INTEGRALS

  • Kim, Jin-Bong;Ryu, Kun-Sik
    • 대한수학회논문집
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    • 제12권2호
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    • pp.293-303
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    • 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.

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THE PRODUCT OF ANALYTIC FUNCTIONALS IN Z'

  • Li, Chenkuan;Zhang, Yang;Aguirre, Manuel;Tang, Ricky
    • 대한수학회지
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    • 제45권2호
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    • pp.455-466
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    • 2008
  • Current studies on products of analytic functionals have been based on applying convolution products in D' and the Fourier exchange formula. There are very few results directly computed from the ultradistribution space Z'. The goal of this paper is to introduce a definition for the product of analytic functionals and construct a new multiplier space $F(N_m)$ for $\delta^{(m)}(s)$ in a one or multiple dimension space, where Nm may contain functions without compact support. Several examples of the products are presented using the Cauchy integral formula and the multiplier space, including the fractional derivative of the delta function $\delta^{(\alpha)}(s)$ for $\alpha>0$.

MULTIPLE Lp ANALYTIC GENERALIZED FOURIER-FEYNMAN TRANSFORM ON A FRESNEL TYPE CLASS

  • Chang, Seung Jun;Lee, Il Yong
    • 충청수학회지
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    • 제19권1호
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    • pp.79-99
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    • 2006
  • In this paper, we define a class of functional defined on a very general function space $C_{a,b}[0,T]$ like a Fresnel class of an abstract Wiener space. We then define the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product of functionals on function space $C_{a,b}[0,T]$. Finally, we establish some relationships between the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product for functionals in $\mathcal{F}(C_{a,b}[0,T])$.

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