DOI QR코드

DOI QR Code

TRANSLATION THEOREM FOR THE ANALYTIC FEYNMAN INTEGRAL ASSOCIATED WITH BOUNDED LINEAR OPERATORS ON ABSTRACT WIENER SPACES AND AN APPLICATION

  • Jae Gil Choi (Department of Mathematics Basic Sciences and Mathematics Center Dankook University)
  • 투고 : 2023.08.14
  • 심사 : 2024.05.08
  • 발행 : 2024.09.01

초록

The Cameron-Martin translation theorem describes how Wiener measure changes under translation by elements of the Cameron-Martin space in an abstract Wiener space (AWS). Translation theorems for the analytic Feynman integrals also have been established in the literature. In this article, we derive a more general translation theorem for the analytic Feynman integral associated with bounded linear operators (B.L.OP.) on AWSs. To do this, we use a certain behavior which exists between the analytic Fourier-Feynman transform (FFT) and the convolution product (CP) of functionals on AWS. As an interesting application, we apply this translation theorem to evaluate the analytic Feynman integral of the functional $$F(x)={\exp}\left(-iq\int_{0}^{T}x(t)y(t)dt\right),\,y{\in}C_0[0,\,T],\;q{\in}{\mathbb{R}}\,{\backslash}\,\{0\}$$ defined on the classical Wiener space C0[0, T].

키워드

과제정보

The author would like to express his gratitude to the editor and the referees for their valuable comments and suggestions which have improved the original paper.

참고문헌

  1. J. M. Ahn, K. S. Chang, B. S. Kim, and I. Yoo, Fourier-Feynman transform, convolution and first variation, Acta Math. Hungar. 100 (2003), no. 3, 215-235. https://doi.org/10.1023/A:1025041525913
  2. R. H. Cameron and R. E. Graves, Additive functionals on a space of continuous functions. I, Trans. Amer. Math. Soc. 70 (1951), 160-176. https://doi.org/10.2307/1990530
  3. R. H. Cameron and W. T. Martin, Transformations of Wiener integrals under translations, Ann. of Math. (2) 45 (1944), 386-396. https://doi.org/10.2307/1969276
  4. R. H. Cameron and W. T. Martin, Transformations of Wiener integrals under a general class of linear transformations, Trans. Amer. Math. Soc. 58 (1945), 184-219. https://doi.org/10.2307/1990282
  5. R. H. Cameron and D. A. Storvick, A translation theorem for analytic Feynman integrals, Trans. Amer. Math. Soc. 125 (1966), 1-6. https://doi.org/10.2307/1994583
  6. R. H. Cameron and D. A. Storvick, A new translation theorem for the analytic Feynman integral, Rev. Roumaine Math. Pures Appl. 27 (1982), no. 9, 937-944.
  7. S. J. Chang and J. G. Choi, Evaluation formula for Wiener integral of polynomials in terms of natural dual pairings on abstract Wiener spaces, Bull. Korean Math. Soc. 59 (2022), no. 5, 1093-1103. https://doi.org/10.4134/BKMS.b210542
  8. K. S. Chang, B. S. Kim, and I. Yoo, Fourier-Feynman transform, convolution and first variation of functionals on abstract Wiener space, Integral Transform. Spec. Funct. 10 (2000), no. 3-4, 179-200. https://doi.org/10.1080/10652460008819285
  9. K. S. Chang, T. S. Song, and I. Yoo, Analytic Fourier-Feynman transform and first variation on abstract Wiener space, J. Korean Math. Soc. 38 (2001), no. 2, 485-501.
  10. J. G. Choi, Analytic Fourier-Feynman transforms associated with bounded linear operators on abstract Wiener spaces, J. Math. Anal. Appl. 521 (2023), no. 1, Paper No. 126952, 16 pp. https://doi.org/10.1016/j.jmaa.2022.126952
  11. D. M. Chung, Scale-invariant measurability in abstract Wiener spaces, Pacific J. Math. 130 (1987), no. 1, 27-40. http://projecteuclid.org/euclid.pjm/1102690291 102690291
  12. D. M. Chung and S. J. Kang, Evaluation formulas for conditional abstract Wiener integrals, Stochastic Anal. Appl. 7 (1989), no. 2, 125-144. https://doi.org/10.1080/07362998908809173
  13. X. Fernique, Integrabilite des vecteurs gaussiens, C. R. Acad. Sci. Paris S'er. A-B 270 (1970), A1698-A1699.
  14. L. Gross, Abstract Wiener spaces, Proc. Fifth Berkeley Sympos. Math. Statist. and Probability (Berkeley, Calif., 1965/66), Vol. II: Contributions to Probability Theory, Part 1, 31-42, Univ. California Press, Berkeley, CA, 1967.
  15. M.-K. Im, U.-C. Ji, and Y.-J. Park, Relations among the first variation, the convolutions and the generalized Fourier-Gauss transforms, Bull. Korean Math. Soc. 48 (2011), no. 2, 291-302. https://doi.org/10.4134/BKMS.2011.48.2.291
  16. G. Kallianpur and C. C. Bromley, Generalized Feynman integrals using analytic continuation in several complex variables, Stochastic Analysis and Applications, 217-267, Adv. Probab. Related Topics, 7, Dekker, New York, 1984.
  17. G. Kallianpur, D. Kannan, and R. L. Karandikar, Analytic and sequential Feynman integrals on abstract Wiener and Hilbert spaces, and a Cameron Martin formula, Ann. Inst. H. Poincare Probab. Statist. 21 (1985), no. 4, 323-361.
  18. J. Kuelbs, Abstract Wiener spaces and applications to analysis, Pacific J. Math. 31 (1969), 433-450. http://projecteuclid.org/euclid.pjm/1102977879 102977879
  19. H.-H. Kuo, Gaussian Measures in Banach Spaces, Lecture Notes in Mathematics, Vol. 463, Springer, Berlin, 1975.
  20. U. G. Lee and J. G. Choi, An extension of the Cameron-Martin translation theorem via Fourier-Hermite functionals, Arch. Math. (Basel) 115 (2020), no. 6, 679-689. https://doi.org/10.1007/s00013-020-01524-6
  21. R. E. A. C. Paley, N. Wiener, and A. Zygmund, Notes on random functions, Math. Z. 37 (1933), no. 1, 647-668. https://doi.org/10.1007/BF01474606
  22. C. Park and D. Skoug, A note on Paley-Wiener-Zygmund stochastic integrals, Proc. Amer. Math. Soc. 103 (1988), no. 2, 591-601. https://doi.org/10.2307/2047184
  23. D. Skoug and D. Storvick, A survey of results involving transforms and convolutions in function space, Rocky Mountain J. Math. 34 (2004), no. 3, 1147-1175. https://doi.org/10.1216/rmjm/1181069848
  24. J. Yeh, Inequalities and a limit theorem for certain Wiener integrals, Proc. Amer. Math. Soc. 16 (1965), 915-918. https://doi.org/10.2307/2035582