• Honam Mathematical Journal
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• v.30 no.4
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• pp.723-732
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• 2008

In this note, we establish the uniqueness theorem of conditional expectation on analogue of Wiener measure space for given distributions and prove the simple formula of conditional expectation on analogue of Wiener measure which is essentially similar to Park and Skoug's formula on the concrete Wiener measure.

• Honam Mathematical Journal
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• v.32 no.3
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• pp.441-451
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• 2010

In this paper we evaluate the analogue of Wiener integral ${\int\limits}_{C[0,t]}x(t_1){\cdots}x(t_n)d\omega_\rho(x)$ where 0 = $t_0$ < $t_1$ $\cdots$ < $t_n$ $\leq$ t and the Paley-Wiener-Zygmund integral ${\int\limits}_{C[0,t]}$ exp $({\int\limits}_0^t h(s)\tilde{d}x(s))d\omega_\rho(x)$ is the analogue of Wiener measure space.

• Journal of applied mathematics & informatics
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• v.34 no.1_2
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• pp.167-178
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• 2016

In this paper, we study the stochastic integral of processes taking values of generalized operators based on a triple E ⊂ H ⊂ E^∗, where H is a Hilbert space, E is a countable Hilbert space and E^∗ is the strong dual space of E. For our purpose, we study E-valued Wiener processes and then introduce the stochastic integral of L(E, F^∗)-valued process with respect to an E-valued Wiener process, where F^∗ is the strong dual space of another countable Hilbert space F.

• Bulletin of the Korean Mathematical Society
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• v.60 no.5
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• pp.1221-1235
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• 2023

In this paper, we use an infinite dimensional conditioning function to define a conditional Fourier-Feynman transform (CFFT) and a conditional convolution product (CCP) on the Wiener space. We establish the existences of the CFFT and the CCP for bounded functions which form a Banach algebra. We then provide fundamental relationships between the CFFTs and the CCPs.

• The Pure and Applied Mathematics
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• v.30 no.2
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• pp.155-167
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• 2023

In this paper, we use a vector-valued conditioning function to define a conditional Fourier-Feynman transform (CFFT) and a conditional convolution product (CCP) on the Wiener space. We establish the existences of the CFFT and the CCP for bounded functionals which form a Banach algebra. We then provide fundamental relationships between the CFFTs and the CCPs.

• Bulletin of the Korean Mathematical Society
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• v.37 no.4
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• pp.791-802
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• 2000

In 1968, Cameron and Storvick introduce the definition and the theories of the operator-valued function space integral. Since then, the stability theorems of the integral was developed by Johnson, Skoug, Chang etc [1, 2, 4, 5]. Recently, the authors establish the existence theorem of the operator-valued function space [8]. In this paper, we will prove the stability theorems of the operator-valued function space integral over paths in abstract Wiener space $C_0(B)$.

• Journal of the Chungcheong Mathematical Society
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• v.25 no.1
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• pp.65-72
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• 2012

Let T > 0 be given. Let $(C[0,T],m_{\varphi})$ be the analogue of Wiener measure space, associated with the Borel proba-bility measure ${\varphi}$ on ${\mathbb{R}}$, let $(L_{2}[0,T],\tilde{\omega})$ be the centered Gaussian measure space with the correlation operator $(-\frac{d^{2}}{dx^{2}})^{-1}$ and ${\el}_2,\;\tilde{m}$ be the abstract Wiener measure space. Let U be the space of all sequence $<c_{n}>$ in ${\el}_{2}$ such that the limit $lim_{{m}{\rightarrow}\infty}\;\frac{1}{m+1}\;\sum{^{m}}{_{n=0}}\;\sum_{k=0}^{n}\;c_{k}\;cos\;\frac{k{\pi}t}{T}$ converges uniformly on [0,T] and give a set function m such that for any Borel subset G of $\el_2$, $m(\mathcal{U}\cap\;P_{0}^{-1}\;o\;P_{0}(G))\;=\tilde{m}(P_{0}^{-1}\;o\;P_{0}(G))$. The goal of this note is to study the relationship among the measures $m_{\varphi},\;\tilde{\omega},\;\tilde{m}$ and $m$.

• Journal of the Korean Mathematical Society
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• v.29 no.2
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• pp.317-331
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• 1992

• Journal of the Korean Mathematical Society
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• v.57 no.2
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• pp.451-470
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• 2020

Let C[0, T] denote an analogue of Wiener space, the space of real-valued continuous functions on the interval [0, T]. For a partition 0 = t₀ < t₁ < ⋯ < t_n < t_n+1 = T of [0, T], define X_n : C[0, T] → ℝⁿ⁺¹ by X_n(x) = (x(t₀), x(t₁), …, x(t_n)). In this paper we derive a simple evaluation formula for Radon-Nikodym derivatives similar to the conditional expectations of functions on C[0, T] with the conditioning function X_n which has a drift and does not contain the present position of paths. As applications of the formula with X_n, we evaluate the Radon-Nikodym derivatives of the functions ∫₀^T[x(t)]^mdλ(t)(m∈ℕ) and [∫₀^Tx(t)dλ(t)]² on C[0, T], where λ is a complex-valued Borel measure on [0, T]. Finally we derive two translation theorems for the Radon-Nikodym derivatives of the functions on C[0, T].

• Journal of the Korean Mathematical Society
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• v.46 no.2
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• pp.327-345
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• 2009

In this paper, we define generalized Fourier-Hermite functionals on a function space $C_{a,b}[0,\;T]$ to obtain a complete orthonormal set in $L_2(C_{a,b}[0,\;T])$ where $C_{a,b}[0,\;T]$ is a very general function space. We then proceed to give a necessary and sufficient condition that a functional F in $L_2(C_{a,b}[0,\;T])$ has a generalized Fourier-Wiener function space transform ${\cal{F}}_{\sqrt{2},i}(F)$ also belonging to $L_2(C_{a,b}[0,\;T])$.