• 충청수학회지
• /
• 제22권3호
• /
• pp.481-495
• /
• 2009

Huffman, Park and Skoug introduced various results for the $L_{p}$ analytic Fourier-Feynman transform and the convolution for functionals on classical Wiener space which belong to some Banach algebra $\mathcal{S}$ introduced by Cameron and Storvick. Also Chang, Kim and Yoo extended the above results to an abstract Wiener space for functionals in the Fresnel class $\mathcal{F}(B)$ which corresponds to $\mathcal{S}$. Moreover they introduced the $L_{p}$ analytic Fourier-Feynman transform for functionals on a product abstract Wiener space and then established the above results for functionals in the generalized Fresnel class $\mathcal{F}_{A1,A2}$ containing $\mathcal{F}(B)$. In this paper, we investigate more generalized relationships, between the Fourier-Feynman transform and the convolution product for functionals in $\mathcal{F}_{A1,A2}$, than the above results.

• 대한수학회논문집
• /
• 제21권1호
• /
• pp.117-133
• /
• 2006

Cameron and Storvick discovered change of scale formulas for Wiener integrals of bounded functions in a Banach algebra S of analytic Feynman integrable functions on classical Wiener space. Yoo and Skoug extended these results to abstract Wiener space for a generalized Fresnel class $F_{A1,A2}$ containing the Fresnel class F(B) which corresponds to the Banach algebra S on classical Wiener space. In this paper, we present a change of scale formula for Wiener integrals of various functions on $B^2$ which need not be bounded or continuous.

• 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.

• 대한수학회논문집
• /
• 제22권1호
• /
• pp.75-90
• /
• 2007

Huffman, Park and Skoug introduced various results for the $L_p$ analytic Fourier-Feynman transform and the convolution for functionals on classical Wiener space which belong to some Banach algebra S introduced by Cameron and Strovic. Also Chang, Kim and Yoo extended the above results to an abstract Wiener space for functionals in the Fresnel class F(B) which corresponds to S. Recently Kim, Song and Yoo investigated more generalized relationships between the Fourier-Feynman transform and the convolution product for functionals in a generalized Fresnel class $F_{A_1,A'_2}$ containing F(B). In this paper, we establish various interesting relationships and expressions involving the first variation and one or two of the concepts of the Fourier-Feynman transform and the convolution product for functionals in $F_{A_1,A_2}$.

• 충청수학회지
• /
• 제23권4호
• /
• pp.711-720
• /
• 2010

In this note, we will establish the integration formulae for functionals such as $F(x)=\prod_{j=1}^{n}\;x(s_j)^2$ and $G(x)=\exp\{{\lambda}{\int}_{0}^{t}\;x(s)^2dm_L(s)\}$ in the analogue of Wiener measure space and using our formulae, we will derive some formulae for series.

• 대한수학회지
• /
• 제57권2호
• /
• pp.451-470
• /
• 2020

Let C[0, T] denote an analogue of Wiener space, the space of real-valued continuous functions on the interval [0, T]. For a partition 0 = t₀ < t₁ < ⋯ < t_n < t_n+1 = T of [0, T], define X_n : C[0, T] → ℝⁿ⁺¹ by X_n(x) = (x(t₀), x(t₁), …, x(t_n)). In this paper we derive a simple evaluation formula for Radon-Nikodym derivatives similar to the conditional expectations of functions on C[0, T] with the conditioning function X_n which has a drift and does not contain the present position of paths. As applications of the formula with X_n, we evaluate the Radon-Nikodym derivatives of the functions ∫₀^T[x(t)]^mdλ(t)(m∈ℕ) and [∫₀^Tx(t)dλ(t)]² on C[0, T], where λ is a complex-valued Borel measure on [0, T]. Finally we derive two translation theorems for the Radon-Nikodym derivatives of the functions on C[0, T].

• 충청수학회지
• /
• 제22권4호
• /
• pp.743-748
• /
• 2009

In 1970, Fernique proved that there is a positive real number $\alpha$ such that $\int_{\mathbb{B}}\exp\{\alpha{\parallel}x{\parallel}^{2}\}dP(x)$ is finite where ($\mathbb{B},\;P$) is an abstract Wiener measure space and ${\parallel}\;{\cdot}\;{\parallel}$ is a measurable norm on ($\mathbb{B},\;P$) in [2, 3]. In this article, we investigate the existence of the integral $\int_{c}\exp\{\alpha(sup_t{\mid}x(t){\mid})^p\}dm_{\varphi}(x)$ where ($\mathcal{C}$, $m_{\varphi}$) is the analogue of Wiener measure space and p and $\alpha$ are both positive real numbers.

• 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 $\mathcal{F}(C_{a,b}[0,T])$.

• 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 ${\int_{0}^{T}}{\alpha}(t)dx(t)$.

• 대한수학회보
• /
• 제48권2호
• /
• pp.223-245
• /
• 2011

In this paper, we de ne an $L_p$ analytic generalized Fourier Feynman transform and a convolution product of functionals in a Ba-nach algebra $\cal{F}$($C_{a,b}$[0, T]) which is called the Fresnel type class, and in more general class $\cal{F}_{A_1;A_2}$ of functionals de ned on general functio space $C_{a,b}$[0, T] rather than on classical Wiener space. Also we obtain some relationships between the $L_p$ analytic generalized Fourier-Feynman transform and convolution product for functionals in $\cal{F}$($C_{a,b}$[0, T]) and in $\cal{F}_{A_1,A_2}$.