• 대한수학회지
• /
• 제55권1호
• /
• pp.147-160
• /
• 2018

In this article, we establish translation theorems for the analytic Fourier-Feynman transform of functionals in non-stationary Gaussian processes on Wiener space. We then proceed to show that these general translation theorems can be applied to two well-known classes of functionals; namely, the Banach algebra S introduced by Cameron and Storvick, and the space ${\mathcal{B}}^{(P)}_{\mathcal{A}}$ consisting of functionals of the form $F(x)=f({\langle}{\alpha}_1,x{\rangle},{\ldots},{\langle}{\alpha}_n,x{\rangle})$, where ${\langle}{\alpha},x{\rangle}$ denotes the Paley-Wiener-Zygmund stochastic integral ${\int_{0}^{T}}{\alpha}(t)dx(t)$.

• 대한수학회논문집
• /
• 제22권1호
• /
• pp.91-109
• /
• 2007

In this paper, we derive a change of scale formula for conditional Wiener integrals, as integral transforms, of possibly unbounded functions over Wiener paths in abstract Wiener space. In fact, we derive the change of scale formula for the product of the functions in a Banach algebra which is equivalent to both the Fresnel class and the space of measures of bounded variation over a real separable Hilbert space, and the $L_p-type$cylinder functions over Wiener paths in abstract Wiener space. As an application of the result, we obtain a change of scale formula for the conditional analytic Fourier-Feynman transform of the product of the functions.

• Korean Journal of Mathematics
• /
• 제26권3호
• /
• pp.387-403
• /
• 2018

Shifting, scaling and modulation proprerties for the convolution product of the Fourier-Feynman transform of functionals in a generalized Fresnel class ${\mathcal{F}}_{A1,A2}$ are given. These properties help us to obtain convolution product of new functionals from the convolution product of old functionals which we know their convolution product.

• Korean Journal of Mathematics
• /
• 제30권2호
• /
• pp.239-247
• /
• 2022

Let C₀[0, T] denote the Wiener space, the space of continuous functions x(t) on [0, T] such that x(0) = 0. Define a random vector $Z_{\vec{e},k}:C_0[0,\;T] {\rightarrow}{\mathbb{R}}^k$ by $$Z_{\vec{e},k}(x)=({\normalsize\displaystyle\smashmargin{2}{\int\nolimits_0}^T}\;e_1(t)dx(t),\;{\ldots},\;{\normalsize\displaystyle\smashmargin{2}{\int\nolimits_0}^T}\;ek(t)dx(t))$$ where e_j ∈ L₂[0, T] with e_j ≠ 0 a.e., j = 1, …, k. In this paper we study the conditional Fourier-Feynman transform and a conditional convolution product for a cylinder type functionals defined on C0[0, T] with a general vector valued conditioning functions $Z_{\vec{e},k}$ above which need not depend upon the values of x at only finitely many points in (0, T] rather than a conditioning function X(x) = (x(t₁), …, x(t_n)) where 0 < t₁ < … < t_n = T. In particular we show that the conditional Fourier-Feynman transform of the conditional convolution product is the product of conditional Fourier-Feynman transforms.

• 충청수학회지
• /
• 제26권2호
• /
• pp.323-342
• /
• 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.

• 대한수학회논문집
• /
• 제38권4호
• /
• pp.1141-1151
• /
• 2023

Let C_a,b[0, T] denote the space of continuous sample paths of a generalized Brownian motion process (GBMP). In this paper, we study the structures which exist between the analytic generalized Fourier-Feynman transform (GFFT) and the generalized convolution product (GCP) for functions on the function space C_a,b[0, T]. For our purpose, we use the exponential type functions on the general Wiener space C_a,b[0, T]. The class of all exponential type functions is a fundamental set in L₂(C_a,b[0, T]).

• 대한수학회논문집
• /
• 제11권1호
• /
• pp.175-190
• /
• 1996

In this paper we establish the existence of the conditional Feynman integral of certain functions which are not in the Banach algebra S of functions on Wiener space which are a kind of stochastic Fourier transform of complex Borel measures on $L^2[a, b]$. This result is used to provide the fundamental solution for the Schr$\ddot{o}$dinger equation for the forced harmonic potential.

• 대한수학회논문집
• /
• 제10권1호
• /
• 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.

• Kyungpook Mathematical Journal
• /
• 제52권4호
• /
• pp.413-431
• /
• 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 $\mathbb{R}^r$.

• 대한수학회지
• /
• 제50권2호
• /
• pp.259-274
• /
• 2013

In this paper, we consider the Fourier-type functionals on Wiener space. We then establish the analytic Feynman integrals involving the ${\diamond}$-convolutions. Further, we give an approach to solution of the Schr$\ddot{o}$dinger equation via Fourier-type functionals. Finally, we use this approach to obtain solutions of the Schr$\ddot{o}$dinger equations for harmonic oscillator and double-well potential. The Schr$\ddot{o}$dinger equations for harmonic oscillator and double-well potential are meaningful subjects in quantum mechanics.