• Journal of the Chungcheong Mathematical Society
• /
• v.22 no.3
• /
• pp.481-495
• /
• 2009

Huffman, Park and Skoug introduced various results for the $L_{p}$ analytic Fourier-Feynman transform and the convolution for functionals on classical Wiener space which belong to some Banach algebra $\mathcal{S}$ introduced by Cameron and Storvick. Also Chang, Kim and Yoo extended the above results to an abstract Wiener space for functionals in the Fresnel class $\mathcal{F}(B)$ which corresponds to $\mathcal{S}$. Moreover they introduced the $L_{p}$ analytic Fourier-Feynman transform for functionals on a product abstract Wiener space and then established the above results for functionals in the generalized Fresnel class $\mathcal{F}_{A1,A2}$ containing $\mathcal{F}(B)$. In this paper, we investigate more generalized relationships, between the Fourier-Feynman transform and the convolution product for functionals in $\mathcal{F}_{A1,A2}$, than the above results.

• The Pure and Applied Mathematics
• /
• v.14 no.4
• /
• pp.317-333
• /
• 2007

In 2002, the author and professor Ryu introduced the concept of analogue of Wiener measure. In this paper, we prove the existence theorem of Fourier-Feynman transform on analogue of Wiener measure in $L_2-norm$ sense.

• Journal of the Chungcheong Mathematical Society
• /
• v.27 no.2
• /
• pp.249-260
• /
• 2014

Cameron and Storvick discovered a change of scale formula for Wiener integral of functionals in a Banach algebra $\mathcal{S}$ on classical Wiener space. We express the analytic Feynman integral of cylinder function as a limit of Wiener integrals. Moreover we obtain the same change of scale formula as Cameron and Storvick's result for Wiener integral of cylinder function. Our result cover a restricted version of the change of scale formula by Kim.

• Journal of the Korean Mathematical Society
• /
• v.33 no.2
• /
• pp.269-282
• /
• 1996

It has long been known that Wiener measure and Wiener measurbility behave badly under the change of scale transformation [3] and under translation [2]. However, Cameron and Storvick [4] obtained the fact that the analytic Feynman integral was expressed as a limit of Wiener integrals for a rather larger class of functionals on a classical Wienrer space.

• Honam Mathematical Journal
• /
• v.29 no.4
• /
• pp.577-588
• /
• 2007

Bearman's rotation theorem is not only very important in pure mathematics but also plays the key role for various research areas, related to Wiener measure. In 2002, the author and professor Im introduced the concept of analogue of Wiener measure, a kind of generalization of Wiener measure and they presented the several papers associated with it. In this article, we prove a formula on analogue of Wiener measure, similar to the formula in Bearman's rotation theorem.

• Journal for History of Mathematics
• /
• v.13 no.2
• /
• pp.65-72
• /
• 2000

In this paper we treat the Yeh-Wiener integral and the conditional Yeh-Wiener integral for vector-valued conditioning function which are examples of the function space integrals. Finally, we state the modified conditional Yeh-Wiener integral for vector-valued conditioning function.

• Journal for History of Mathematics
• /
• v.12 no.2
• /
• pp.41-46
• /
• 1999

In this paper we first introduce the Wiener integral which is one of the function space integrals. And then we treat the conditional Wiener integral and explain the simple formula for the conditional Wiener integral with an example.

• Journal of the Korean Mathematical Society
• /
• v.53 no.3
• /
• pp.709-723
• /
• 2016

Let C[0, t] denote a generalized Wiener space, the space of real-valued continuous functions on the interval [0, t] and define a random vector $Z_n:C[0,t]{\rightarrow}{\mathbb{R}}^n$ by $Zn(x)=(\int_{0}^{t_1}h(s)dx(s),{\cdots},\int_{0}^{t_n}h(s)dx(s))$, where 0 < $t_1$ < ${\cdots}$ < $t_n$ < t is a partition of [0, t] and $h{\in}L_2[0,t]$ with $h{\neq}0$ a.e. In this paper we will introduce a simple formula for a generalized conditional Wiener integral on C[0, t] with the conditioning function $Z_n$ and then evaluate the generalized analytic conditional Wiener and Feynman integrals of the cylinder function $F(x)=f(\int_{0}^{t}e(s)dx(s))$ for $x{\in}C[0,t]$, where $f{\in}L_p(\mathbb{R})(1{\leq}p{\leq}{\infty})$ and e is a unit element in $L_2[0,t]$. Finally we express the generalized analytic conditional Feynman integral of F as two kinds of limits of non-conditional generalized Wiener integrals of polygonal functions and of cylinder functions using a change of scale transformation for which a normal density is the kernel. The choice of a complete orthonormal subset of $L_2[0,t]$ used in the transformation is independent of e and the conditioning function $Z_n$ does not contain the present positions of the generalized Wiener paths.

• Bulletin of the Korean Mathematical Society
• /
• v.33 no.3
• /
• pp.465-475
• /
• 1996

Fix t > 0. Denote by $C^t$ the space of $R$-valued continuous functions x on [0,t]. Let $C_0^t$ be the Wiener space - $C_0^t = {x \in C^t : x(0) = 0}$ - equipped with Wiener measure m. Let F be a function from $C^t to C$.

• Journal of the Chungcheong Mathematical Society
• /
• v.22 no.4
• /
• pp.743-748
• /
• 2009

In 1970, Fernique proved that there is a positive real number $\alpha$ such that $\int_{\mathbb{B}}\exp\{\alpha{\parallel}x{\parallel}^{2}\}dP(x)$ is finite where ($\mathbb{B},\;P$) is an abstract Wiener measure space and ${\parallel}\;{\cdot}\;{\parallel}$ is a measurable norm on ($\mathbb{B},\;P$) in [2, 3]. In this article, we investigate the existence of the integral $\int_{c}\exp\{\alpha(sup_t{\mid}x(t){\mid})^p\}dm_{\varphi}(x)$ where ($\mathcal{C}$, $m_{\varphi}$) is the analogue of Wiener measure space and p and $\alpha$ are both positive real numbers.