• 제목/요약/키워드: Wiener space

검색결과 149건 처리시간 0.018초

GENERALIZED FOURIER-FEYNMAN TRANSFORMS AND CONVOLUTIONS FOR EXPONENTIAL TYPE FUNCTIONS OF GENERALIZED BROWNIAN MOTION PATHS

  • Jae Gil Choi
    • 대한수학회논문집
    • /
    • 제38권4호
    • /
    • pp.1141-1151
    • /
    • 2023
  • Let Ca,b[0, T] denote the space of continuous sample paths of a generalized Brownian motion process (GBMP). In this paper, we study the structures which exist between the analytic generalized Fourier-Feynman transform (GFFT) and the generalized convolution product (GCP) for functions on the function space Ca,b[0, T]. For our purpose, we use the exponential type functions on the general Wiener space Ca,b[0, T]. The class of all exponential type functions is a fundamental set in L2(Ca,b[0, T]).

GENERALIZED CONDITIONAL INTEGRAL TRANSFORMS, CONDITIONAL CONVOLUTIONS AND FIRST VARIATIONS

  • Kim, Bong Jin;Kim, Byoung Soo
    • Korean Journal of Mathematics
    • /
    • 제20권1호
    • /
    • pp.1-18
    • /
    • 2012
  • We study various relationships that exist among generalized conditional integral transform, generalized conditional convolution and generalized first variation for a class of functionals defined on K[0, T], the space of complex-valued continuous functions on [0, T] which vanish at zero.

AN ERROR OF SIMPONS'S QUADRATURE IN THE AVERAGE CASE SETTING

  • Park, Sung-Hee;Hong, Bum-Il
    • 대한수학회지
    • /
    • 제33권2호
    • /
    • 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.

  • PDF

CAUCHY PROBLEMS FOR A PARTIAL DIFFERENTIAL EQUATION IN WHITE NOISE ANALYSIS

  • Chung, Dong-Myung;Ji, Un-Cig
    • 대한수학회지
    • /
    • 제33권2호
    • /
    • pp.309-318
    • /
    • 1996
  • The Gross Laplacian $\Delta_G$ was introduced by Groww for a function defined on an abstract Wiener space (H,B) [1,7]. Suppose $\varphi$ is a twice H-differentiable function defined on B such that $\varphi"(x)$ is a trace class operator of H for every x \in B.in B.

  • PDF

SERIES EXPANSIONS OF THE ANALYTIC FEYNMAN INTEGRAL FOR THE FOURIER-TYPE FUNCTIONAL

  • Lee, Il-Yong;Chung, Hyun-Soo;Chang, Seung-Jun
    • 한국수학교육학회지시리즈B:순수및응용수학
    • /
    • 제19권2호
    • /
    • pp.87-102
    • /
    • 2012
  • In this paper, we consider the Fourier-type functionals introduced in [16]. We then establish the analytic Feynman integral for the Fourier-type functionals. Further, we get a series expansion of the analytic Feynman integral for the Fourier-type functional $[{\Delta}^kF]^{\^}$. We conclude by applying our series expansion to several interesting functionals.

PARTS FORMULAS INVOLVING INTEGRAL TRANSFORMS ON FUNCTION SPACE

  • Kim, Bong-Jin;Kim, Byoung-Soo
    • 대한수학회논문집
    • /
    • 제22권4호
    • /
    • pp.553-564
    • /
    • 2007
  • In this paper we establish several integration by parts formulas involving integral transforms of functionals of the form $F(y)=f(<{\theta}_1,\;y>),\ldots,<{\theta}_n,\;y>)$ for s-a.e. $y{\in}C_0[0,\;T]$, where $<{\theta},\;y>$ denotes the Riemann-Stieltjes integral ${\int}_0^T{\theta}(t)\;dy(t)$.

A NEW ANALYTIC FOURIER-FEYNMAN TRANSFORM W.R.T. SUBORDINATE BROWNIAN MOTION

  • El Koufi, Mohamed
    • 한국수학교육학회지시리즈B:순수및응용수학
    • /
    • 제28권2호
    • /
    • pp.119-142
    • /
    • 2021
  • In this paper, we first introduce a new Lp analytic Fourier-Feynman transform with respect to subordinate Brownian motion (AFFTSB), which extends the Fourier-Feynman transform in the Wiener space. We next examine several relationships involving the Lp-AFFTSB, the convolution product, and the gradient operator for several types of functionals.

A FUBINI THEOREM FOR GENERALIZED ANALYTIC FEYNMAN INTEGRALS AND FOURIER-FEYNMAN TRANSFORMS ON FUNCTION SPACE

  • Chang, Seung-Jun;Lee, Il-Yong
    • 대한수학회보
    • /
    • 제40권3호
    • /
    • pp.437-456
    • /
    • 2003
  • In this paper we use a generalized Brownian motion process to define a generalized analytic Feynman integral. We then establish a Fubini theorem for the function space integral and generalized analytic Feynman integral of a functional F belonging to Banach algebra $S(L^2_{a,b}[0,T])$ and we proceed to obtain several integration formulas. Finally, we use this Fubini theorem to obtain several Feynman integration formulas involving analytic generalized Fourier-Feynman transforms. These results subsume similar known results obtained by Huffman, Skoug and Storvick for the standard Wiener process.

GENERALIZED ANALYTIC FOURIER-FEYNMAN TRANSFORMS AND CONVOLUTIONS ON A FRESNEL TYPE CLASS

  • Chang, Seung-Jun;Lee, Il-Yong
    • 대한수학회보
    • /
    • 제48권2호
    • /
    • pp.223-245
    • /
    • 2011
  • In this paper, we de ne an $L_p$ analytic generalized Fourier Feynman transform and a convolution product of functionals in a Ba-nach algebra $\cal{F}$($C_{a,b}$[0, T]) which is called the Fresnel type class, and in more general class $\cal{F}_{A_1;A_2}$ of functionals de ned on general functio space $C_{a,b}$[0, T] rather than on classical Wiener space. Also we obtain some relationships between the $L_p$ analytic generalized Fourier-Feynman transform and convolution product for functionals in $\cal{F}$($C_{a,b}$[0, T]) and in $\cal{F}_{A_1,A_2}$.

INTEGRAL TRANSFORMS OF FUNCTIONALS ON A FUNCTION SPACE OF TWO VARIABLES

  • Kim, Bong Jin;Kim, Byoung Soo;Yoo, Il
    • 충청수학회지
    • /
    • 제23권2호
    • /
    • pp.349-362
    • /
    • 2010
  • We establish the various relationships among the integral transform ${\mathcal{F}}_{{\alpha},{\beta}}F$, the convolution product $(F*G)_{\alpha}$ and the first variation ${\delta}F$ for a class of functionals defined on K(Q), the space of complex-valued continuous functions on $Q=[0,S]{\times}[0,T]$ which satisfy x(s, 0) = x(0, t) = 0 for all $(s,t){\in}Q$. And also we obtain Parseval's and Plancherel's relations for the integral transform of some functionals defined on K(Q).