• Title/Summary/Keyword: abstract wiener space

Search Result 37, Processing Time 0.025 seconds

A CHANGE OF SCALE FORMULA FOR GENERALIZED WIENER INTEGRALS II

  • Kim, Byoung Soo;Song, Teuk Seob;Yoo, Il
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.26 no.1
    • /
    • pp.111-123
    • /
    • 2013
  • Cameron and Storvick discovered change of scale formulas for Wiener integrals on classical Wiener space. Yoo and Skoug extended this result to an abstract Wiener space. In this paper, we investigate a change of scale formula for generalized Wiener integrals of various functions using the generalized Fourier-Feynman transform.

CONDITIONAL INTEGRALS ON ABSTRACT WIENER AND HILBERT SPACES WITH APPLICATION TO FEYNMAN INTEGRALS

  • Chung, Dong-Myung;Kang, Soon-Ja;Lim, Kyung-Pil
    • Journal of the Korean Mathematical Society
    • /
    • v.41 no.2
    • /
    • pp.319-344
    • /
    • 2004
  • In this paper, we define conditional integrals on abstract Wiener and Hilbert spaces and then obtain a formula for evaluating the integrals. We use this formula to establish the existence of conditional Feynman integrals for the classes $A^{q}$(B) and $A^{q}$(H) of functions on abstract Wiener and Hilbert spaces and then specialize this result to provide the fundamental solution to the Schrodinger equation with the forced harmonic oscillator.tor.

CHANGE OF SCALE FORMULAS FOR WIENER INTEGRAL OVER PATHS IN ABSTRACT WIENER SPACE

  • Kim, Byoung-Soo;Kim, Tae-Soo
    • Communications of the Korean Mathematical Society
    • /
    • v.21 no.1
    • /
    • pp.75-88
    • /
    • 2006
  • Wiener measure and Wiener measurability behave badly under the change of scale transformation. We express the analytic Feynman integral over $C_0(B)$ as a limit of Wiener integrals over $C_0(B)$ and establish change of scale formulas for Wiener integrals over $C_0(B)$ for some functionals.

A CHANGE OF SCALE FORMULA FOR WIENER INTEGRALS OF UNBOUNDED FUNCTIONS II

  • Yoo, Il;Song, Teuk-Seob;Kim, Byoung-Soo
    • Communications of the Korean Mathematical Society
    • /
    • v.21 no.1
    • /
    • pp.117-133
    • /
    • 2006
  • Cameron and Storvick discovered change of scale formulas for Wiener integrals of bounded functions in a Banach algebra S of analytic Feynman integrable functions on classical Wiener space. Yoo and Skoug extended these results to abstract Wiener space for a generalized Fresnel class $F_{A1,A2}$ containing the Fresnel class F(B) which corresponds to the Banach algebra S on classical Wiener space. In this paper, we present a change of scale formula for Wiener integrals of various functions on $B^2$ which need not be bounded or continuous.

FOURIER-FEYNMAN TRANSFORMS FOR FUNCTIONALS IN A GENERALIZED FRESNEL CLASS

  • Yoo, Il;Kim, Byoung-Soo
    • Communications of the Korean Mathematical Society
    • /
    • v.22 no.1
    • /
    • pp.75-90
    • /
    • 2007
  • 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 S introduced by Cameron and Strovic. Also Chang, Kim and Yoo extended the above results to an abstract Wiener space for functionals in the Fresnel class F(B) which corresponds to S. Recently Kim, Song and Yoo investigated more generalized relationships between the Fourier-Feynman transform and the convolution product for functionals in a generalized Fresnel class $F_{A_1,A'_2}$ containing F(B). In this paper, we establish various interesting relationships and expressions involving the first variation and one or two of the concepts of the Fourier-Feynman transform and the convolution product for functionals in $F_{A_1,A_2}$.

THE ANALYTIC FEYNMAN INTEGRAL OVER PATHS ON ABSTRACT WIENER SPACE

  • Yoo, Il
    • Communications of the Korean Mathematical Society
    • /
    • v.10 no.1
    • /
    • pp.93-107
    • /
    • 1995
  • In their paper [2,3], Cameron and Storvick introduced some classes $S"+m$ and of functionals on classical Wiener spaces $C_0[a,b]$. For such functionals, they showed that the analytic Feynman integral exists and they gave some formulas for this integral. Moreover they obtained that the functionals of the form $$ (1.1) F(x) = exp {\int^b_a{\theta(s,x(x))dx} $$ are in S" where they assumbed that the potential $\delta : [a,b] \times R \to C$ satisfies (i) for each $s \in [a,b], \theta(s,\cdot)$ is the Fourier-Stieltjes transform of $\sigma_s \in M(R)$, (ii) for each Borel subset E of $[a,b] \times R, \sigma_s (E^{(s)})$ is a Borel measurable function of s on [a,b], and (iii) the total variation $\Vert \sigma_s \Vert$ of $\sigma_s$ is bounded as a function of s.tion of s.

  • PDF

THE GENERALIZED FERNIQUE'S THEOREM FOR ANALOGUE OF WIENER MEASURE SPACE

  • Ryu, Kun Sik
    • 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.

  • PDF

EVALUATION OF SOME CONDITIONAL ABSTRACT WIENER INTEGRALS

  • Chung, Dong-Myung;Kang, Soon-Ja
    • Bulletin of the Korean Mathematical Society
    • /
    • v.26 no.2
    • /
    • pp.151-158
    • /
    • 1989
  • Let (H, B, .nu.) be an abstract Wiener space where H is a separable Hilbert space with the inner product <.,.> and the norm vertical bar . vertical bar=.root.<.,.>, which is densely and continuously imbedded into a separable Banach space B with the norm ∥.∥ , and .nu. is a probability measure on the Borel .sigma.-algebra B(B) of B which satisfies (Fig.) where $B^{*}$ is the topological dual of B and (.,.) is the natural dual pairing between B and $B^{*}$. We will regard $B^{*}$.contnd.H.contnd.B in the natural way. Thus we have =(y, x) for all y in $B^{*}$ and x in H. Let $R^{n}$ and C denote the n-dimensional Euclidean space and the complex numbers respectively.ctively.

  • PDF