• Honam Mathematical Journal
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• v.34 no.2
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• pp.253-261
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• 2012

This work aims at proving the FKG inequalities for the analogue of Wiener functionals with special orders on the analogue of Wiener space.

• Journal of the Chungcheong Mathematical Society
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• v.28 no.4
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• pp.615-622
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• 2015

In this note, we prove the theorems in analogue of Wiener space corresponding to the second and the third arcsine laws in the concrete Wiener space [1, 2] and we show that our results are exactly same to the concrete Wiener case when the initial condition gives the Dirac measure at the origin.

• 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.

• Honam Mathematical Journal
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• v.32 no.4
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• pp.633-642
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• 2010

In this note, we introduce the definition of the generalized analogue of Wiener measure on the space C[a, b] of all real-valued continuous functions on the closed interval [a, b], give several examples of it and investigate some important properties of it - the Fernique theorem and the existence theorem of scale-invariant measurable subsets on C[a, b].

• Journal of the Chungcheong Mathematical Society
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• v.19 no.1
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• pp.61-68
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• 2006

In 2002, the author introduced the definition and its properties of an analogue of Wiener measure over paths. In this article, using these concepts, we will derive an operator-valued measure over paths and will investigate the properties for integral with respect to the measure. Specially, we will prove the Wiener integral formula for our integral and give some example of it.

• Journal of the Chungcheong Mathematical Society
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• v.25 no.4
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• pp.691-701
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• 2012

In this note, we define the It$\hat{o}$ integral with respect to analogue of Wiener process and investigate its various properties and examples.

• Journal of the Korean Mathematical Society
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• v.39 no.5
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• pp.801-819
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• 2002

In this note, we establish a translation theorem in an analogue of Wiener space (C[0,t],$\omega$$\phi$) and find formulas for the conditional $\omega$$\phi$-integral given by the condition X(x) ＝ (x(to), x(t$_1$),…, x(t$_{n}$)) which is the generalization of Chang and Chang's results in 1984. Moreover, we prove a translation theorem for the conditional $\omega$$\phi$-integral.l.

• Bulletin of the Korean Mathematical Society
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• v.53 no.3
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• pp.903-924
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• 2016

In the present paper, using a simple formula for the conditional expectations given a generalized conditioning function over an analogue of vector-valued Wiener space, we prove that the analytic operator-valued Feynman integrals of certain classes of functions over the space can be expressed by the conditional analytic Feynman integrals of the functions. We then provide the conditional analytic Feynman integrals of several functions which are the kernels of the analytic operator-valued Feynman integrals.

• Journal of the Chungcheong Mathematical Society
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• v.22 no.4
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• pp.743-748
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• 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.

• The Pure and Applied Mathematics
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• v.14 no.4
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• pp.335-354
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• 2007

In this paper, we define an analogue of generalized Wiener measure and investigate its basic properties. We define (${\hat}It{o}$ type) stochastic integrals with respect to the generalized Wiener process and prove the ${\hat}It{o}$ formula. The existence and uniqueness of the solution of stochastic differential equation associated with the generalized Wiener process is proved. Finally, we generalize the linear filtering theory of Kalman-Bucy to the case of a generalized Wiener process.