• 제목/요약/키워드: general Wiener space

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REFLECTION PRINCIPLES FOR GENERAL WIENER FUNCTION SPACES

  • Pierce, Ian;Skoug, David
    • 대한수학회지
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    • 제50권3호
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    • pp.607-625
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    • 2013
  • It is well-known that the ordinary single-parameter Wiener space exhibits a reflection principle. In this paper we establish a reflection principle for a generalized one-parameter Wiener space and apply it to the integration of a class of functionals on this space. We also discuss several notions of a reflection principle for the two-parameter Wiener space, and explore whether these actually hold.

CONDITIONAL ABSTRACT WIENER INTEGRALS OF CYLINDER FUNCTIONS

  • Chang, Seung-Jun;Chung, Dong-Myung
    • 대한수학회보
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    • 제36권3호
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    • pp.419-439
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    • 1999
  • In this paper, we first develop a general formula for evaluating conditional abstract Wiener integrals of cylinder functions. we next use our formula to evaluate the conditional abstract wiener integral of various cylinder functions and then specialize our results to conditional Yeh-Wiener integrals to show that we can obtain the corresponding results by Park and Skoug. We finally obtain a Cameron-Martin translation theorem for conditional abstract Wiener integrals.

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A FRESNEL TYPE CLASS ON FUNCTION SPACE

  • Chang, Seung-Jun;Choi, Jae-Gil;Lee, Sang-Deok
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제16권1호
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    • pp.107-119
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    • 2009
  • In this paper we define a Banach algebra on very general function space induced by a generalized Brownian motion process rather than on Wiener space, but the Banach algebra can be considered as a generalization of Fresnel class defined on Wiener space. We then show that several interesting functions in quantum mechanic are elements of the class.

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UNIFORMLY BOUNDED COMPOSITION OPERATORS ON A BANACH SPACE OF BOUNDED WIENER-YOUNG VARIATION FUNCTIONS

  • Glazowska, Dorota;Guerrero, Jose Atilio;Matkowski, Janusz;Merentes, Nelson
    • 대한수학회보
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    • 제50권2호
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    • pp.675-685
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    • 2013
  • We prove, under some general assumptions, that a generator of any uniformly bounded Nemytskij operator, mapping a subset of space of functions of bounded variation in the sense of Wiener-Young into another space of this type, must be an affine function with respect to the second variable.

EVALUATION FORMULA FOR WIENER INTEGRAL OF POLYNOMIALS IN TERMS OF NATURAL DUAL PAIRINGS ON ABSTRACT WIENER SPACES

  • Chang, Seung Jun;Choi, Jae Gil
    • 대한수학회보
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    • 제59권5호
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    • pp.1093-1103
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    • 2022
  • In this paper, we establish an evaluation formula to calculate the Wiener integral of polynomials in terms of natural dual pairings on abstract Wiener spaces (H, B, 𝜈). To do this we first derive a translation theorem for the Wiener integral of functionals associated with operators in 𝓛(B), the Banach space of bounded linear operators from B to itself. We then apply the translation theorem to establish an integration by parts formula for the Wiener integral of functionals combined with operators in 𝓛(B). We finally apply this parts formula to evaluate the Wiener integral of certain polynomials in terms of natural dual pairings.

Generalized Fourier-Feynman Transform of Bounded Cylinder Functions on the Function Space Ca,b[0, T]

  • Jae Gil Choi
    • Kyungpook Mathematical Journal
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    • 제64권2호
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    • pp.219-233
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    • 2024
  • In this paper, we study the generalized Fourier-Feynman transform (GFFT) for functions on the general Wiener space Ca,b[0, T]. We establish an explicit evaluation formula for the analytic GFFT of bounded cylinder functions on Ca,b[0, T]. We start by examining certain cylinder functions which belong in a Banach algebra of bounded functions on Ca,b[0, T]. We then obtain an explicit formula for the analytic GFFT of the bounded cylinder functions.

CONDITIONAL FOURIER-FEYNMAN TRANSFORM AND CONDITIONAL CONVOLUTION PRODUCT ASSOCIATED WITH INFINITE DIMENSIONAL CONDITIONING FUNCTION

  • Jae Gil Choi;Sang Kil Shim
    • 대한수학회보
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    • 제60권5호
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    • pp.1221-1235
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    • 2023
  • In this paper, we use an infinite dimensional conditioning function to define a conditional Fourier-Feynman transform (CFFT) and a conditional convolution product (CCP) on the Wiener space. We establish the existences of the CFFT and the CCP for bounded functions which form a Banach algebra. We then provide fundamental relationships between the CFFTs and the CCPs.

CONDITIONAL FOURIER-FEYNMAN TRANSFORM AND CONDITIONAL CONVOLUTION PRODUCT ASSOCIATED WITH VECTOR-VALUED CONDITIONING FUNCTION

  • Ae Young Ko;Jae Gil Choi
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제30권2호
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    • pp.155-167
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    • 2023
  • In this paper, we use a vector-valued conditioning function to define a conditional Fourier-Feynman transform (CFFT) and a conditional convolution product (CCP) on the Wiener space. We establish the existences of the CFFT and the CCP for bounded functionals which form a Banach algebra. We then provide fundamental relationships between the CFFTs and the CCPs.