• 제목/요약/키워드: generalized Fourier-Wiener function space transform

검색결과 9건 처리시간 0.025초

GENERALIZED FOURIER-WIENER FUNCTION SPACE TRANSFORMS

  • Chang, Seung-Jun;Chung, Hyun-Soo
    • 대한수학회지
    • /
    • 제46권2호
    • /
    • pp.327-345
    • /
    • 2009
  • In this paper, we define generalized Fourier-Hermite functionals on a function space $C_{a,b}[0,\;T]$ to obtain a complete orthonormal set in $L_2(C_{a,b}[0,\;T])$ where $C_{a,b}[0,\;T]$ is a very general function space. We then proceed to give a necessary and sufficient condition that a functional F in $L_2(C_{a,b}[0,\;T])$ has a generalized Fourier-Wiener function space transform ${\cal{F}}_{\sqrt{2},i}(F)$ also belonging to $L_2(C_{a,b}[0,\;T])$.

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

  • Jae Gil Choi
    • Kyungpook Mathematical Journal
    • /
    • 제64권2호
    • /
    • pp.219-233
    • /
    • 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.

A CONDITIONAL FOURIER-FEYNMAN TRANSFORM AND CONDITIONAL CONVOLUTION PRODUCT WITH CHANGE OF SCALES ON A FUNCTION SPACE I

  • Cho, Dong Hyun
    • 대한수학회보
    • /
    • 제54권2호
    • /
    • pp.687-704
    • /
    • 2017
  • Using a simple formula for conditional expectations over an analogue of Wiener space, we calculate a generalized analytic conditional Fourier-Feynman transform and convolution product of generalized cylinder functions which play important roles in Feynman integration theories and quantum mechanics. We then investigate their relationships, that is, the conditional Fourier-Feynman transform of the convolution product can be expressed in terms of the product of the conditional FourierFeynman transforms of each function. Finally we establish change of scale formulas for the generalized analytic conditional Fourier-Feynman transform and the conditional convolution product. In this evaluation formulas and change of scale formulas we use multivariate normal distributions so that the orthonormalization process of projection vectors which are essential to establish the conditional expectations, can be removed in the existing conditional Fourier-Feynman transforms, conditional convolution products and change of scale formulas.

GENERALIZED FOURIER-FEYNMAN TRANSFORM AND SEQUENTIAL TRANSFORMS ON FUNCTION SPACE

  • Choi, Jae-Gil;Chang, Seung-Jun
    • 대한수학회지
    • /
    • 제49권5호
    • /
    • pp.1065-1082
    • /
    • 2012
  • In this paper we first investigate the existence of the generalized Fourier-Feynman transform of the functional F given by $$F(x)={\hat{\nu}}((e_1,x)^{\sim},{\ldots},(e_n,x)^{\sim})$$, where $(e,x)^{\sim}$ denotes the Paley-Wiener-Zygmund stochastic integral with $x$ in a very general function space $C_{a,b}[0,T]$ and $\hat{\nu}$ is the Fourier transform of complex measure ${\nu}$ on $B({\mathbb{R}}^n)$ with finite total variation. We then define two sequential transforms. Finally, we establish that the one is to identify the generalized Fourier-Feynman transform and the another transform acts like an inverse generalized Fourier-Feynman transform.

MULTIPLE Lp ANALYTIC GENERALIZED FOURIER-FEYNMAN TRANSFORM ON A FRESNEL TYPE CLASS

  • Chang, Seung Jun;Lee, Il Yong
    • 충청수학회지
    • /
    • 제19권1호
    • /
    • pp.79-99
    • /
    • 2006
  • In this paper, we define a class of functional defined on a very general function space $C_{a,b}[0,T]$ like a Fresnel class of an abstract Wiener space. We then define the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product of functionals on function space $C_{a,b}[0,T]$. Finally, we establish some relationships between the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product for functionals in $\mathcal{F}(C_{a,b}[0,T])$.

  • PDF

GENERALIZED FOURIER-FEYNMAN TRANSFORMS AND CONVOLUTIONS FOR EXPONENTIAL TYPE FUNCTIONS OF GENERALIZED BROWNIAN MOTION PATHS

  • Jae Gil Choi
    • 대한수학회논문집
    • /
    • 제38권4호
    • /
    • pp.1141-1151
    • /
    • 2023
  • Let Ca,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 Ca,b[0, T]. For our purpose, we use the exponential type functions on the general Wiener space Ca,b[0, T]. The class of all exponential type functions is a fundamental set in L2(Ca,b[0, T]).

A FUBINI THEOREM FOR GENERALIZED ANALYTIC FEYNMAN INTEGRALS AND FOURIER-FEYNMAN TRANSFORMS ON FUNCTION SPACE

  • Chang, Seung-Jun;Lee, Il-Yong
    • 대한수학회보
    • /
    • 제40권3호
    • /
    • pp.437-456
    • /
    • 2003
  • In this paper we use a generalized Brownian motion process to define a generalized analytic Feynman integral. We then establish a Fubini theorem for the function space integral and generalized analytic Feynman integral of a functional F belonging to Banach algebra $S(L^2_{a,b}[0,T])$ and we proceed to obtain several integration formulas. Finally, we use this Fubini theorem to obtain several Feynman integration formulas involving analytic generalized Fourier-Feynman transforms. These results subsume similar known results obtained by Huffman, Skoug and Storvick for the standard Wiener process.

CONDITIONAL FOURIER-FEYNMAN TRANSFORMS AND CONVOLUTIONS OF UNBOUNDED FUNCTIONS ON A GENERALIZED WIENER SPACE

  • Cho, Dong Hyun
    • 대한수학회지
    • /
    • 제50권5호
    • /
    • pp.1105-1127
    • /
    • 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.

CHANGE OF SCALE FORMULAS FOR A GENERALIZED CONDITIONAL WIENER INTEGRAL

  • Cho, Dong Hyun;Yoo, Il
    • 대한수학회보
    • /
    • 제53권5호
    • /
    • pp.1531-1548
    • /
    • 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 $Z_n$.