• 제목/요약/키워드: conditional integral transform

검색결과 22건 처리시간 0.018초

CONDITIONAL FOURIER-FEYNMAN TRANSFORMS OF VARIATIONS OVER WIENER PATHS IN ABSTRACT WIENER SPACE

  • Cho, Dong-Hyun
    • 대한수학회지
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    • 제43권5호
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    • pp.967-990
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    • 2006
  • In this paper, we evaluate first variations, conditional first variations and conditional Fourier-Feynman transforms of cylinder type functions over Wiener paths in abstract Wiener space and then, investigate relationships among first variation, conditional first variation, Fourier-Feynman transform and conditional Fourier-Feynman transform of those functions. Finally, we derive the conditional Fourier-Feynman transform for the product of cylinder type function which defines the functions in a Banach algebra introduced by Yoo, with n linear factors.

CONDITIONAL FOURIER-FEYNMAN TRANSFORMS AND CONDITIONAL CONVOLUTION PRODUCTS

  • Park, Chull;David Skoug
    • 대한수학회지
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    • 제38권1호
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    • pp.61-76
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    • 2001
  • In this paper we define the concept of a conditional Fourier-Feynman transform and a conditional convolution product and obtain several interesting relationships between them. In particular we show that the conditional transform of the conditional convolution product is the product of conditional transforms, and that the conditional convolution product of conditional transforms is the conditional transform of the product of the functionals.

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CONDITIONAL GENERALIZED FOURIER-FEYNMAN TRANSFORM AND CONDITIONAL CONVOLUTION PRODUCT ON A BANACH ALGEBRA

  • Chang, Seung-Jun;Choi, Jae-Gil
    • 대한수학회보
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    • 제41권1호
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    • pp.73-93
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    • 2004
  • In [10], Chang and Skoug used a generalized Brownian motion process to define a generalized analytic Feynman integral and a generalized analytic Fourier-Feynman transform. In this paper we define the conditional generalized Fourier-Feynman transform and conditional generalized convolution product on function space. We then establish some relationships between the conditional generalized Fourier-Feynman transform and conditional generalized convolution product for functionals on function space that belonging to a Banach algebra.

GENERALIZED CONDITIONAL INTEGRAL TRANSFORMS, CONDITIONAL CONVOLUTIONS AND FIRST VARIATIONS

  • Kim, Bong Jin;Kim, Byoung Soo
    • Korean Journal of Mathematics
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    • 제20권1호
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    • pp.1-18
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    • 2012
  • We study various relationships that exist among generalized conditional integral transform, generalized conditional convolution and generalized first variation for a class of functionals defined on K[0, T], the space of complex-valued continuous functions on [0, T] which vanish at zero.

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

  • Cho, Dong-Hyun
    • 대한수학회지
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    • 제41권2호
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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.

CONDITIONAL INTEGRAL TRANSFORMS OF FUNCTIONALS ON A FUNCTION SPACE OF TWO VARIABLES

  • Bong Jin, Kim
    • Korean Journal of Mathematics
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    • 제30권4호
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    • pp.593-601
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    • 2022
  • Let C(Q) denote Yeh-Wiener space, the space of all real-valued continuous functions x(s, t) on Q ≡ [0, S] × [0, T] with x(s, 0) = x(0, t) = 0 for every (s, t) ∈ Q. For each partition τ = τm,n = {(si, tj)|i = 1, . . . , m, j = 1, . . . , n} of Q with 0 = s0 < s1 < . . . < sm = S and 0 = t0 < t1 < . . . < tn = T, define a random vector Xτ : C(Q) → ℝmn by Xτ (x) = (x(s1, t1), . . . , x(sm, tn)). In this paper we study the conditional integral transform and the conditional convolution product for a class of cylinder type functionals defined on K(Q) with a given conditioning function Xτ above, where K(Q)is the space of all complex valued continuous functions of two variables on Q which satify x(s, 0) = x(0, t) = 0 for every (s, t) ∈ Q. In particular we derive a useful equation which allows to calculate the conditional integral transform of the conditional convolution product without ever actually calculating convolution product or conditional convolution product.

CONDITIONAL INTEGRAL TRANSFORMS AND CONVOLUTIONS FOR A GENERAL VECTOR-VALUED CONDITIONING FUNCTIONS

  • Kim, Bong Jin;Kim, Byoung Soo
    • Korean Journal of Mathematics
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    • 제24권3호
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    • pp.573-586
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    • 2016
  • We study the conditional integral transforms and conditional convolutions of functionals defined on K[0, T]. We consider a general vector-valued conditioning functions $X_k(x)=({\gamma}_1(x),{\ldots},{\gamma}_k(x))$ where ${\gamma}_j(x)$ are Gaussian random variables on the Wiener space which need not depend upon the values of x at only finitely many points in (0, T]. We then obtain several relationships and formulas for the conditioning functions that exist among conditional integral transform, conditional convolution and first variation of functionals in $E_{\sigma}$.

PARTS FORMULAS INVOLVING CONDITIONAL INTEGRAL TRANSFORMS ON FUNCTION SPACE

  • Kim, Bong Jin;Kim, Byoung Soo
    • Korean Journal of Mathematics
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    • 제22권1호
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    • pp.57-69
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    • 2014
  • We obtain a formula for the conditional Wiener integral of the first variation of functionals and establish several integration by parts formulas of conditional Wiener integrals of functionals on a function space. We then apply these results to obtain various integration by parts formulas involving conditional integral transforms and conditional convolution products on the function space.

CHANGE OF SCALE FORMULAS FOR CONDITIONAL WIENER INTEGRALS AS INTEGRAL TRANSFORMS OVER WIENER PATHS IN ABSTRACT WIENER SPACE

  • Cho, Dong-Hyun
    • 대한수학회논문집
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    • 제22권1호
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    • pp.91-109
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    • 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.

CONDITIONAL FORUIER-FEYNMAN TRANSFORM AND CONVOLUTION PRODUCT FOR A VECTOR VALUED CONDITIONING FUNCTION

  • Kim, Bong Jin
    • Korean Journal of Mathematics
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    • 제30권2호
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    • pp.239-247
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    • 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 ej ∈ L2[0, T] with ej ≠ 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(tn)) where 0 < t1 < … < tn = T. In particular we show that the conditional Fourier-Feynman transform of the conditional convolution product is the product of conditional Fourier-Feynman transforms.