• Title/Summary/Keyword: abstract wiener space

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BANACH ALGEBRA OF FUNCTIONALS OVER PATHS IN ABSTRACT WINER SPACE

  • Park, Yeon-Hee
    • Communications of the Korean Mathematical Society
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    • v.15 no.1
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    • pp.77-90
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    • 2000
  • In this paper, we will establish the existence theorem of the operator valued function space integral over paths in abstract Wiener space under the general conditions rather than the known conditions.

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A CHANGE OF SCALE FORMULA FOR ENERALIZED WIENER INTEGRALS

  • Kim, Byoung Soo;Song, Teuk Seob;Yoo, Il
    • Journal of the Chungcheong Mathematical Society
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    • v.24 no.3
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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
    • Journal of the Korean Mathematical Society
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    • v.38 no.2
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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
    • Communications of the Korean Mathematical Society
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    • v.12 no.3
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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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EVALUATION FORMULA FOR WIENER INTEGRAL OF POLYNOMIALS IN TERMS OF NATURAL DUAL PAIRINGS ON ABSTRACT WIENER SPACES

  • Chang, Seung Jun;Choi, Jae Gil
    • Bulletin of the Korean Mathematical Society
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    • v.59 no.5
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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
    • Journal of the Chungcheong Mathematical Society
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    • v.22 no.3
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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
    • Journal of the Korean Mathematical Society
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    • v.33 no.2
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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
    • 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 $C_0(B)$.

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

  • Ahn, Jae-Moon
    • Bulletin of the Korean Mathematical Society
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    • v.35 no.1
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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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GENERALIZED WHITE NOISE FUNCTIONALS ON CLASSICAL WIENER SPACE

  • Lee, Yuh-Jia
    • Journal of the Korean Mathematical Society
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    • v.35 no.3
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    • pp.613-635
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    • 1998
  • In this note we reformulate the white noise calculus on the classical Wiener space (C', C). It is shown that most of the examples and operators can be redefined on C without difficulties except the Hida derivative. To overcome the difficulty, we find that it is sufficient to replace C by L$_2$[0,1] and reformulate the white noise on the modified abstract Wiener space (C', L$_2$[0, 1]). The generalized white noise functionals are then defined and studied through their linear functional forms. For applications, we reprove the Ito formula and give the existence theorem of one-side stochastic integrals with anticipating integrands.

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