• 제목/요약/키워드: Wiener space

검색결과 149건 처리시간 0.022초

ANALYTIC FOURIER-FEYNMAN TRANSFORMS ON ABSTRACT WIENER SPACE

  • Ahn, Jae Moon;Lee, Kang Lae
    • Korean Journal of Mathematics
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    • 제6권1호
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    • pp.47-66
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    • 1998
  • In this paper, we introduce an $L_p$ analytic Fourier-Feynman transformation, show the existence of the $L_p$ analytic Fourier-Feynman transforms for a certain class of cylinder functionals on an abstract Wiener space, and investigate its interesting properties. Moreover, we define a convolution product for two functionals on the abstract Wiener space and establish the relationships between the Fourier-Feynman transform for the convolution product of two cylinder functionals and the Fourier-Feynman transform for each functional.

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A CHANGE OF SCALE FORMULA FOR GENERALIZED WIENER INTEGRALS II

  • Kim, Byoung Soo;Song, Teuk Seob;Yoo, Il
    • 충청수학회지
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    • 제26권1호
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    • pp.111-123
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    • 2013
  • Cameron and Storvick discovered change of scale formulas for Wiener integrals on classical Wiener space. Yoo and Skoug extended this result to an abstract Wiener space. In this paper, we investigate a change of scale formula for generalized Wiener integrals of various functions using the generalized Fourier-Feynman transform.

THE HEISENBERG INEQUALITY ON ABSTRACT WIENER SPACES

  • Lee, Yuh-Jia
    • 대한수학회지
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    • 제38권2호
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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.

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A CHANGE OF SCALE FORMULA FOR WIENER INTEGRALS OF UNBOUNDED FUNCTIONS II

  • Yoo, Il;Song, Teuk-Seob;Kim, Byoung-Soo
    • 대한수학회논문집
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    • 제21권1호
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    • pp.117-133
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    • 2006
  • Cameron and Storvick discovered change of scale formulas for Wiener integrals of bounded functions in a Banach algebra S of analytic Feynman integrable functions on classical Wiener space. Yoo and Skoug extended these results to abstract Wiener space for a generalized Fresnel class $F_{A1,A2}$ containing the Fresnel class F(B) which corresponds to the Banach algebra S on classical Wiener space. In this paper, we present a change of scale formula for Wiener integrals of various functions on $B^2$ which need not be bounded or continuous.

EVALUATION FORMULAS FOR AN ANALOGUE OF CONDITIONAL ANALYTIC FEYNMAN INTEGRALS OVER A FUNCTION SPACE

  • Cho, Dong-Hyun
    • 대한수학회보
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    • 제48권3호
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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.

BASIC FORMULAS FOR THE DOUBLE INTEGRAL TRANSFORM OF FUNCTIONALS ON ABSTRACT WIENER SPACE

  • Chung, Hyun Soo
    • 대한수학회보
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    • 제59권5호
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    • pp.1131-1144
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    • 2022
  • In this paper, we establish several basic formulas among the double-integral transforms, the double-convolution products, and the inverse double-integral transforms of cylinder functionals on abstract Wiener space. We then discuss possible relationships involving the double-integral transform.