• 대한수학회지
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• 제50권5호
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• pp.1105-1127
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• 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.

• 충청수학회지
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• 제26권2호
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• pp.323-342
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• 2013

Let $C[0,t]$ denote the function space of all real-valued continuous paths on $[0,t]$. Define $Xn:C[0,t]{\rightarrow}\mathbb{R}^{n+1}$ and $X_{n+1}:C[0,t]{\rightarrow}\mathbb{R}^{n+2}$ by $X_n(x)=(x(t_0),x(t_1),{\cdots},x(t_n))$ and $X_{n+1}(x)=(x(t_0),x(t_1),{\cdots},x(t_n),x(t_{n+1}))$, where $0=t_0$ < $t_1$ < ${\cdots}$ < $t_n$ < $t_{n+1}=t$. 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 $${\int}_{L_2[0,t]}{{\exp}\{i(v,x)\}d{\sigma}(v)}{{\int}_{\mathbb{R}^r}}\;{\exp}\{i{\sum_{j=1}^{r}z_j(v_j,x)\}dp(z_1,{\cdots},z_r)$$ for $x{\in}C[0,t]$, where $\{v_1,{\cdots},v_r\}$ is an orthonormal subset of $L_2[0,t]$ and ${\sigma}$ and ${\rho}$ are the complex Borel measures of bounded variations on $L_2[0,t]$ and $\mathbb{R}^r$, respectively. We then investigate the inverse transforms of the function with their relationships and finally prove that the analytic conditional Fourier-Feynman transforms of the conditional convolution products for the functions, can be expressed in terms of the products of the conditional Fourier-Feynman transforms of each function.

• 충청수학회지
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• 제22권3호
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• pp.579-586
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• 2009

Let $\varphi$ be a complete probability measure on $\mathbb{R}$, let $m_{\varphi}$ be the analogue of Wiener measure over paths on [0, T] and let f(t) be continuously differentiable on [0, T]. In this note, we give the analogue of Wiener measure $m_{\varphi}$ of {x in C[0, T]$\mid$x(0) < f(0) and $x(s_0){\geq}f(s_{0})$ for some $s_{0}$ in [0, T]} by use of integral equation techniques. This result is a generalization of Park and Paranjape's 1974 result[1].

• 대한수학회지
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• 제41권2호
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• pp.319-344
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• 2004

In this paper, we define conditional integrals on abstract Wiener and Hilbert spaces and then obtain a formula for evaluating the integrals. We use this formula to establish the existence of conditional Feynman integrals for the classes $A^{q}$(B) and $A^{q}$(H) of functions on abstract Wiener and Hilbert spaces and then specialize this result to provide the fundamental solution to the Schrodinger equation with the forced harmonic oscillator.tor.

• 대한수학회보
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• 제21권1호
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• pp.33-33
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• 1984

• 충청수학회지
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• 제23권1호
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• pp.119-126
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• 2010

In this paper, we find the formula for the analogue of Wiener measure over the subset of C[0, T] bounded by the sectionally differentiable functions, which is a generalization of Park and Skoug's results in [2].

• 대한수학회지
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• 제25권1호
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• pp.37-52
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• 1988

• 대한수학회보
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• 제51권6호
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• pp.1561-1577
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• 2014

In this paper, we define a conditional transform with respect to the Gaussian process, the conditional convolution product and the first variation of functionals via the Gaussian process. We then examine various relationships of the conditional transform with respect to the Gaussian process, the conditional convolution product and the first variation for functionals F in $S_{\alpha}$ [5, 8].