• 제목/요약/키워드: abstract Wiener space.

검색결과 38건 처리시간 0.024초

A CHANGE OF SCALE FORMULA FOR ENERALIZED WIENER INTEGRALS

  • Kim, Byoung Soo;Song, Teuk Seob;Yoo, Il
    • 충청수학회지
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    • 제24권3호
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    • pp.517-528
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    • 2011
  • Cameron and Storvick introduced change of scale formulas for Wiener integrals of bounded functions in the Banach algebra $\mathcal{S}$ of analytic Feynman integrable functions on classical Wiener space. Yoo and Skoug extended this result to an abstract Wiener space. Also Yoo, Song, Kim and Chang established a change of scale formula for Wiener integrals of functions on abstract Wiener space which need not be bounded or continuous. In this paper, we investigate a change of scale formula for generalized Wiener integrals of various functions on classical Wiener space.

ANALYTIC FOURIER-FEYNMAN TRANSFORM AND FIRST VARIATION ON ABSTRACT WIENER SPACE

  • Chang, Kun-Soo;Song, Teuk-Seob;Yoo, Il
    • 대한수학회지
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    • 제38권2호
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    • pp.485-501
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    • 2001
  • In this paper we express analytic Feynman integral of the first variation of a functional F in terms of analytic Feynman integral of the product F with a linear factor and obtain an integration by parts formula of the analytic Feynman integral of functionals on abstract Wiener space. We find the Fourier-Feynman transform for the product of functionals in the Fresnel class F(B) with n linear factors.

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AN $L_p$ ANALYTIC FOURIER-EYNMAN TRANSFORM ON ABSTRACT WIENER SPACE

  • Kun Soo Chang;Young Sik Kim;Il Yoo
    • 대한수학회논문집
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    • 제12권3호
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    • pp.579-595
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    • 1997
  • In this paper, we establish an $L_p$ analytic Fourier-Feynman transform theory for a class of cylinder functions on an abstract Wiener space. Also we define a convolution product for functions on an abstract Wiener space and then prove that the $L_p$ analytic Fourier-Feyman transform of the convolution product is a product of $L_p$ analytic Fourier-Feyman transforms.

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TRANSLATION THEOREM FOR THE ANALYTIC FEYNMAN INTEGRAL ASSOCIATED WITH BOUNDED LINEAR OPERATORS ON ABSTRACT WIENER SPACES AND AN APPLICATION

  • Jae Gil Choi
    • 대한수학회지
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    • 제61권5호
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    • pp.1035-1050
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    • 2024
  • The Cameron-Martin translation theorem describes how Wiener measure changes under translation by elements of the Cameron-Martin space in an abstract Wiener space (AWS). Translation theorems for the analytic Feynman integrals also have been established in the literature. In this article, we derive a more general translation theorem for the analytic Feynman integral associated with bounded linear operators (B.L.OP.) on AWSs. To do this, we use a certain behavior which exists between the analytic Fourier-Feynman transform (FFT) and the convolution product (CP) of functionals on AWS. As an interesting application, we apply this translation theorem to evaluate the analytic Feynman integral of the functional $$F(x)={\exp}\left(-iq\int_{0}^{T}x(t)y(t)dt\right),\,y{\in}C_0[0,\,T],\;q{\in}{\mathbb{R}}\,{\backslash}\,\{0\}$$ defined on the classical Wiener space C0[0, T].

EVALUATION FORMULA FOR WIENER INTEGRAL OF POLYNOMIALS IN TERMS OF NATURAL DUAL PAIRINGS ON ABSTRACT WIENER SPACES

  • Chang, Seung Jun;Choi, Jae Gil
    • 대한수학회보
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    • 제59권5호
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    • pp.1093-1103
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    • 2022
  • In this paper, we establish an evaluation formula to calculate the Wiener integral of polynomials in terms of natural dual pairings on abstract Wiener spaces (H, B, 𝜈). To do this we first derive a translation theorem for the Wiener integral of functionals associated with operators in 𝓛(B), the Banach space of bounded linear operators from B to itself. We then apply the translation theorem to establish an integration by parts formula for the Wiener integral of functionals combined with operators in 𝓛(B). We finally apply this parts formula to evaluate the Wiener integral of certain polynomials in terms of natural dual pairings.

ANALYTIC FOURIER-FEYNMAN TRANSFORM AND CONVOLUTION OF FUNCTIONALS IN A GENERALIZED FRESNEL CLASS

  • Kim, Byoung Soo;Song, Teuk Seob;Yoo, Il
    • 충청수학회지
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    • 제22권3호
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    • pp.481-495
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    • 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.

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A CHANGE OF SCALE FORMULA FOR WIENER INTEGRALS ON THE PRODUCT ABSTRACT WIENER SPACES

  • Kim, Young-Sik;Ahn, Jae-Moon;Chang, Kun-Soo;Il Yoo
    • 대한수학회지
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    • 제33권2호
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    • pp.269-282
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    • 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.

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STABILITY THEOREMS OF THE OPERATOR-VALUED FUNCTION SPACE INTEGRAL ON $C_0(B)$

  • Ryu, K.-S;Yoo, S.-C
    • 대한수학회보
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    • 제37권4호
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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 $C_0(B)$.

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$L_1$ analytic fourier-feynman transform on the fresnel class of abstract wiener space

  • Ahn, Jae-Moon
    • 대한수학회보
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    • 제35권1호
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    • pp.99-117
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    • 1998
  • Let $(B, H, p_1)$ be an abstract Wiener space and $F(B)$ the Fresnel class on $(B, H, p_1)$ which consists of functionals F of the form : $$ F(x) = \int_{H} exp{i(h,x)^\sim} df(h), x \in B, $$ where $(\cdot, \cdot)^\sim$ is a stochastic inner product between H and B, and f is in $M(H)$, the space of complex Borel measures on H. We introduce an $L_1$ analytic Fourier-Feynman transforms for functionls in $F(B)$. Furthermore, we introduce a convolution on $F(B)$, and then verify the existence of the $L_1$ analytic Fourier-Feynman transform for the convolution product of two functionals in $F(B)$, and we establish the relationships between the $L_1$ analytic Fourier-Feynman tranform of the convolution product for two functionals in $F(B)$ and the $L_1$ analytic Fourier-Feynman transforms for each functional. Finally, we show that most results in [7] follows from our results in Section 3.

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