• 대한수학회지
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• 제35권3호
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• pp.613-635
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• 1998

In this note we reformulate the white noise calculus on the classical Wiener space (C', C). It is shown that most of the examples and operators can be redefined on C without difficulties except the Hida derivative. To overcome the difficulty, we find that it is sufficient to replace C by L$_2$[0,1] and reformulate the white noise on the modified abstract Wiener space (C', L$_2$[0, 1]). The generalized white noise functionals are then defined and studied through their linear functional forms. For applications, we reprove the Ito formula and give the existence theorem of one-side stochastic integrals with anticipating integrands.

• 충청수학회지
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• 제26권1호
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• pp.111-123
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• 2013

Cameron and Storvick discovered change of scale formulas for Wiener integrals on classical Wiener space. Yoo and Skoug extended this result to an abstract Wiener space. In this paper, we investigate a change of scale formula for generalized Wiener integrals of various functions using the generalized Fourier-Feynman transform.

• 대한수학회지
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• 제29권2호
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• pp.317-331
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• 1992

• 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.

• 대한수학회논문집
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• 제21권1호
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• pp.75-88
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• 2006

Wiener measure and Wiener measurability behave badly under the change of scale transformation. We express the analytic Feynman integral over $C_0(B)$ as a limit of Wiener integrals over $C_0(B)$ and establish change of scale formulas for Wiener integrals over $C_0(B)$ for some functionals.

• 대한수학회논문집
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• 제21권1호
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• pp.117-133
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• 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.

• 대한수학회논문집
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• 제22권1호
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• pp.75-90
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• 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 $F_{A_1,A_2}$.

• 대한수학회논문집
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• 제10권1호
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• pp.93-107
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• 1995

In their paper [2,3], Cameron and Storvick introduced some classes $S"+m$ and of functionals on classical Wiener spaces $C_0[a,b]$. For such functionals, they showed that the analytic Feynman integral exists and they gave some formulas for this integral. Moreover they obtained that the functionals of the form $$ (1.1) F(x) = exp {\int^b_a{\theta(s,x(x))dx} $$ are in S" where they assumbed that the potential $\delta : [a,b] \times R \to C$ satisfies (i) for each $s \in [a,b], \theta(s,\cdot)$ is the Fourier-Stieltjes transform of $\sigma_s \in M(R)$, (ii) for each Borel subset E of $[a,b] \times R, \sigma_s (E^{(s)})$ is a Borel measurable function of s on [a,b], and (iii) the total variation $\Vert \sigma_s \Vert$ of $\sigma_s$ is bounded as a function of s.tion of s.

• 대한수학회보
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• 제26권2호
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• pp.151-158
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• 1989

Let (H, B, .nu.) be an abstract Wiener space where H is a separable Hilbert space with the inner product <.,.> and the norm vertical bar . vertical bar=.root.<.,.>, which is densely and continuously imbedded into a separable Banach space B with the norm ∥.∥ , and .nu. is a probability measure on the Borel .sigma.-algebra B(B) of B which satisfies (Fig.) where $B^{*}$ is the topological dual of B and (.,.) is the natural dual pairing between B and $B^{*}$. We will regard $B^{*}$.contnd.H.contnd.B in the natural way. Thus we have =(y, x) for all y in $B^{*}$ and x in H. Let $R^{n}$ and C denote the n-dimensional Euclidean space and the complex numbers respectively.ctively.

• 충청수학회지
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• 제22권4호
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• pp.743-748
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• 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.