• Journal of the Korean Mathematical Society
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• v.58 no.3
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• pp.609-631
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• 2021

Let C[0, T] denote a generalized analogue of Wiener space, the space of real-valued continuous functions on the interval [0, T]. Define $Z_{\vec{e},n}$ : C[0, T] → ℝⁿ⁺¹ by $$Z_{\vec{e},n}(x)=\(x(0),\;{\int}_0^T\;e_1(t)dx(t),{\cdots},\;{\int}_0^T\;e_n(t)dx(t)\)$$, where e₁,…, e_n are of bounded variations on [0, T]. In this paper we derive a simple evaluation formula for Radon-Nikodym derivatives similar to the conditional expectations of functions on C[0, T] with the conditioning function $Z_{\vec{e},n}$ which has an initial weight and a kind of drift. As applications of the formula, we evaluate the Radon-Nikodym derivatives of various functions on C[0, T] which are of interested in Feynman integration theory and quantum mechanics. This work generalizes and simplifies the existing results, that is, the simple formulas with the conditioning functions related to the partitions of time interval [0, T].

• Journal of the Korean Mathematical Society
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• v.57 no.2
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• pp.451-470
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• 2020

Let C[0, T] denote an analogue of Wiener space, the space of real-valued continuous functions on the interval [0, T]. For a partition 0 = t₀ < t₁ < ⋯ < t_n < t_n+1 = T of [0, T], define X_n : C[0, T] → ℝⁿ⁺¹ by X_n(x) = (x(t₀), x(t₁), …, x(t_n)). In this paper we derive a simple evaluation formula for Radon-Nikodym derivatives similar to the conditional expectations of functions on C[0, T] with the conditioning function X_n which has a drift and does not contain the present position of paths. As applications of the formula with X_n, we evaluate the Radon-Nikodym derivatives of the functions ∫₀^T[x(t)]^mdλ(t)(m∈ℕ) and [∫₀^Tx(t)dλ(t)]² on C[0, T], where λ is a complex-valued Borel measure on [0, T]. Finally we derive two translation theorems for the Radon-Nikodym derivatives of the functions on C[0, T].

• Kyungpook Mathematical Journal
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• v.52 no.4
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• pp.413-431
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• 2012

Let $C^r[0,t]$ be the function space of the vector-valued continuous paths $x:[0,t]{\rightarrow}\mathbb{R}^r$ and define $X_t:C^r[0,t]{\rightarrow}\mathbb{R}^{(n+1)r}$ and $Y_t:C^r[0,t]{\rightarrow}\mathbb{R}^{nr}$ by $X_t(x)=(x(t_0),\;x(t_1),\;{\cdots},\;x(t_{n-1}),\;x(t_n))$ and $Y_t(x)=(x(t_0),\;x(t_1),\;{\cdots},\;x(t_{n-1}))$, respectively, where $0=t_0$ < $t_1$ < ${\cdots}$ < $t_n=t$. In the present paper, using two simple formulas for the conditional expectations over $C^r[0,t]$ with the conditioning functions $X_t$ and $Y_t$, we establish evaluation formulas for the analogue of the conditional analytic Fourier-Feynman transform for the function of the form $${\exp}\{{\int_o}^t{\theta}(s,\;x(s))\;d{\eta}(s)\}{\psi}(x(t)),\;x{\in}C^r[0,t]$$ where ${\eta}$ is a complex Borel measure on [0, t] and both ${\theta}(s,{\cdot})$ and ${\psi}$ are the Fourier-Stieltjes transforms of the complex Borel measures on $\mathbb{R}^r$.

• Honam Mathematical Journal
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• v.35 no.2
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• pp.179-200
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• 2013

Let $C[0,t]$ denote the function space of all real-valued continuous paths on $[0,t]$. Define $X_n:C[0,t]{\rightarrow}\mathbb{R}^{n+1}$ by $Xn(x)=(x(t_0),x(t_1),{\cdots},x(t_n))$, where $0=t_0$ < $t_1$ < ${\cdots}$ < $t_n$ < $t$ is a partition of $[0,t]$. In the present paper, using a simple formula for the conditional expectation given the conditioning function $X_n$, we evaluate the $L_p(1{\leq}p{\leq}{\infty})$-analytic conditional Fourier-Feynman transform and the conditional convolution product of the cylinder functions which have the form $$f((v_1,x),{\cdots},(v_r,x))\;for\;x{\in}C[0,t]$$, where {$v_1,{\cdots},v_r$} is an orthonormal subset of $L_2[0,t]$ and $f{\in}L_p(\mathbb{R}^r)$. We then investigate several relationships between the conditional Fourier-Feynman transform and the conditional convolution product of the cylinder functions.

• Bulletin of the Korean Mathematical Society
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• v.53 no.5
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• pp.1531-1548
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• 2016

Let C[0, t] denote the space of real-valued continuous functions on [0, t] and define a random vector $Z_n:C[0,t]{\rightarrow}\mathbb{R}^n$ by $Z_n(x)=(\int_{0}^{t_1}h(s)dx(s),{\ldots},\int_{0}^{t_n}h(s)dx(s))$, where 0 < $t_1$ < ${\cdots}$ < $ t_n=t$ is a partition of [0, t] and $h{\in}L_2[0,t]$ with $h{\neq}0$ a.e. Using a simple formula for a conditional expectation on C[0, t] with $Z_n$, we evaluate a generalized analytic conditional Wiener integral of the function $G_r(x)=F(x){\Psi}(\int_{0}^{t}v_1(s)dx(s),{\ldots},\int_{0}^{t}v_r(s)dx(s))$ for F in a Banach algebra and for ${\Psi}=f+{\phi}$ which need not be bounded or continuous, where $f{\in}L_p(\mathbb{R}^r)(1{\leq}p{\leq}{\infty})$, {$v_1,{\ldots},v_r$} is an orthonormal subset of $L_2[0,t]$ and ${\phi}$ is the Fourier transform of a measure of bounded variation over $\mathbb{R}^r$. Finally we establish various change of scale transformations for the generalized analytic conditional Wiener integrals of $G_r$ with the conditioning function $Z_n$.

• Journal of the Chungcheong Mathematical Society
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• v.26 no.2
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• pp.323-342
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• 2013

Let $C[0,t]$ denote the function space of all real-valued continuous paths on $[0,t]$. Define $Xn:C[0,t]{\rightarrow}\mathbb{R}^{n+1}$ and $X_{n+1}:C[0,t]{\rightarrow}\mathbb{R}^{n+2}$ by $X_n(x)=(x(t_0),x(t_1),{\cdots},x(t_n))$ and $X_{n+1}(x)=(x(t_0),x(t_1),{\cdots},x(t_n),x(t_{n+1}))$, where $0=t_0$ < $t_1$ < ${\cdots}$ < $t_n$ < $t_{n+1}=t$. In the present paper, using simple formulas for the conditional expectations with the conditioning functions $X_n$ and $X_{n+1}$, we evaluate the $L_p(1{\leq}p{\leq}{\infty})$-analytic conditional Fourier-Feynman transforms and the conditional convolution products of the functions which have the form $${\int}_{L_2[0,t]}{{\exp}\{i(v,x)\}d{\sigma}(v)}{{\int}_{\mathbb{R}^r}}\;{\exp}\{i{\sum_{j=1}^{r}z_j(v_j,x)\}dp(z_1,{\cdots},z_r)$$ for $x{\in}C[0,t]$, where $\{v_1,{\cdots},v_r\}$ is an orthonormal subset of $L_2[0,t]$ and ${\sigma}$ and ${\rho}$ are the complex Borel measures of bounded variations on $L_2[0,t]$ and $\mathbb{R}^r$, respectively. We then investigate the inverse transforms of the function with their relationships and finally prove that the analytic conditional Fourier-Feynman transforms of the conditional convolution products for the functions, can be expressed in terms of the products of the conditional Fourier-Feynman transforms of each function.

• Journal of the Korean Mathematical Society
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• v.50 no.5
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• pp.1105-1127
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• 2013

Let C[0, $t$] denote the function space of real-valued continuous paths on [0, $t$]. Define $X_n\;:\;C[0,t]{\rightarrow}\mathbb{R}^{n+1}$ and $X_{n+1}\;:\;C[0,t]{\rightarrow}\mathbb{R}^{n+2}$ by $X_n(x)=(x(t_0),x(t_1),{\ldots},x(t_n))$ and $X_{n+1}(x)=(x(t_0),x(t_1),{\ldots},x(t_n),x(t_{n+1}))$, respectively, where $0=t_0 <; t_1 <{\ldots} < t_n < t_{n+1}=t$. In the present paper, using simple formulas for the conditional expectations with the conditioning functions $X_n$ and $X_{n+1}$, we evaluate the $L_p(1{\leq}p{\leq}{\infty})$-analytic conditional Fourier-Feynman transforms and the conditional convolution products of the functions, which have the form $fr((v_1,x),{\ldots},(v_r,x)){\int}_{L_2}_{[0,t]}\exp\{i(v,x)\}d{\sigma}(v)$ for $x{\in}C[0,t]$, where $\{v_1,{\ldots},v_r\}$ is an orthonormal subset of $L_2[0,t]$, $f_r{\in}L_p(\mathbb{R}^r)$, and ${\sigma}$ is the complex Borel measure of bounded variation on $L_2[0,t]$. We then investigate the inverse conditional Fourier-Feynman transforms of the function and prove that the analytic conditional Fourier-Feynman transforms of the conditional convolution products for the functions can be expressed by the products of the analytic conditional Fourier-Feynman transform of each function.