• Title/Summary/Keyword: generalized Kac-Feynman integral equation

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THE PARTIAL DIFFERENTIAL EQUATION ON FUNCTION SPACE WITH RESPECT TO AN INTEGRAL EQUATION

  • Chang, Seung-Jun;Lee, Sang-Deok
    • The Pure and Applied Mathematics
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    • v.4 no.1
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    • pp.47-60
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    • 1997
  • In the theory of the conditional Wiener integral, the integrand is a functional of the standard Wiener process. In this paper we consider a conditional function space integral for functionals of more general stochastic process and the generalized Kac-Feynman integral equation. We first show that the existence of a partial differential equation. We then show that the generalized Kac-Feynman integral equation is equivalent to the partial differential equation.

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A FRESNEL TYPE CLASS ON FUNCTION SPACE

  • Chang, Seung-Jun;Choi, Jae-Gil;Lee, Sang-Deok
    • The Pure and Applied Mathematics
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    • v.16 no.1
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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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