• Title/Summary/Keyword: abstract wiener space

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ANALOGUE OF WIENER INTEGRAL IN THE SPACE OF SEQUENCES OF REAL NUMBERS

  • Ryu, Kun Sik
    • 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 $m$.

MULTIPLE Lp FOURIER-FEYNMAN TRANSFORM ON THE FRESNEL CLASS

  • Ahn, J.M.
    • Korean Journal of Mathematics
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    • v.9 no.2
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    • pp.133-147
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    • 2001
  • In this paper, we introduce the concepts of multiple $L_p$ analytic Fourier-Feynman transform ($1{\leq}p$ < ${\infty})$ and a convolution product of functionals on abstract Wiener space and verify the existence of the multiple $L_p$ analytic Fourier-Feynman transform for functionls in the Fresnel class. Moreover, we verify that the Fresnel class is closed under the $L_p$ analytic Fourier-Feynman transformation and the convolution product, respectively. And we establish some relationships among the multiple $L_p$ analytic Fourier-Feynman transform and the convolution product on the Fresnel class.

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RELATIONS AMONG THE FIRST VARIATION, THE CONVOLUTIONS AND THE GENERALIZED FOURIER-GAUSS TRANSFORMS

  • Im, Man-Kyu;Ji, Un-Cig;Park, Yoon-Jung
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.2
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    • pp.291-302
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    • 2011
  • We first study the generalized Fourier-Gauss transforms of functionals defined on the complexification $\cal{B}_C$ of an abstract Wiener space ($\cal{H}$, $\cal{B}$, ${\nu}$). Secondly, we introduce a new class of convolution products of functionals defined on $\cal{B}_C$ and study several properties of the convolutions. Then we study various relations among the first variation the convolutions, and the generalized Fourier-Gauss transforms.

CONDITIONAL FOURIER-FEYNMAN TRANSFORM AND CONVOLUTION PRODUCT OVER WIENER PATHS IN ABSTRACT WIENER SPACE: AN Lp THEORY

  • Cho, Dong-Hyun
    • Journal of the Korean Mathematical Society
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    • v.41 no.2
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    • pp.265-294
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    • 2004
  • In this paper, using a simple formula, we evaluate the conditional Fourier-Feynman transforms and the conditional convolution products of cylinder type functions, and show that the conditional Fourier-Feynman transform of the conditional convolution product is expressed as a product of the conditional Fourier-Feynman transforms. Also, we evaluate the conditional Fourier-Feynman transforms of the functions of the forms exp {$\int_{O}^{T}$ $\theta$(s,$\chi$(s))ds}, exp{$\int_{O}^{T}$ $\theta$(s,$\chi$(s))ds}$\Phi$($\chi$(T)), exp{$\int_{O}^{T}$ $\theta$(s,$\chi$(s))d${\zeta}$(s)}, exp{$\int_{O}^{T}$ $\theta$(s,$\chi$(s))d${\zeta}$(s)}$\Phi$($\chi$(T)) which are of interest in Feynman integration theories and quantum mechanics.

Lp FOURIER-FEYNMAN TRANSFORMS AND CONVOLUTION

  • Ahn, Jae Moon
    • Korean Journal of Mathematics
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    • v.7 no.2
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    • pp.183-198
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    • 1999
  • Let $\mathcal{F}(B)$ be the Fresnel class on an abstract Wiener space (B, H, ${\omega}$) 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 $\mathcal{M}(H)$, the space of all complex-valued countably additive Borel measures on H. We introduce the concepts of an $L_p$ analytic Fourier-Feynman transform ($1{\leq}p{\leq}2$) and a convolution product on $\mathcal{F}(B)$ and verify the existence of the $L_p$ analytic Fourier-Feynman transforms for functionls in $\mathcal{F}(B)$. Moreover, we verify that the Fresnel class $\mathcal{F}(B)$ is closed under the $L_p$ analytic Fourier-Feynman transform and the convolution product, respectively. And we investigate some interesting properties for the $n$-repeated $L_p$ analytic Fourier-Feynman transform on $\mathcal{F}(B)$. Finally, we show that several results in [9] come from our results in Section 3.

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CAUCHY PROBLEMS FOR A PARTIAL DIFFERENTIAL EQUATION IN WHITE NOISE ANALYSIS

  • Chung, Dong-Myung;Ji, Un-Cig
    • Journal of the Korean Mathematical Society
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    • v.33 no.2
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    • pp.309-318
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    • 1996
  • The Gross Laplacian $\Delta_G$ was introduced by Groww for a function defined on an abstract Wiener space (H,B) [1,7]. Suppose $\varphi$ is a twice H-differentiable function defined on B such that $\varphi"(x)$ is a trace class operator of H for every x \in B.in B.

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MULTIPLE Lp ANALYTIC GENERALIZED FOURIER-FEYNMAN TRANSFORM ON A FRESNEL TYPE CLASS

  • Chang, Seung Jun;Lee, Il Yong
    • Journal of the Chungcheong Mathematical Society
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    • v.19 no.1
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    • pp.79-99
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    • 2006
  • In this paper, we define a class of functional defined on a very general function space $C_{a,b}[0,T]$ like a Fresnel class of an abstract Wiener space. We then define the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product of functionals on function space $C_{a,b}[0,T]$. Finally, we establish some relationships between the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product for functionals in $\mathcal{F}(C_{a,b}[0,T])$.

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