• 충청수학회지
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• 제25권1호
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• pp.65-72
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• 2012

Let T > 0 be given. Let $(C[0,T],m_{\varphi})$ be the analogue of Wiener measure space, associated with the Borel proba-bility measure ${\varphi}$ on ${\mathbb{R}}$, let $(L_{2}[0,T],\tilde{\omega})$ be the centered Gaussian measure space with the correlation operator $(-\frac{d^{2}}{dx^{2}})^{-1}$ and ${\el}_2,\;\tilde{m}$ be the abstract Wiener measure space. Let U be the space of all sequence $<c_{n}>$ in ${\el}_{2}$ such that the limit $lim_{{m}{\rightarrow}\infty}\;\frac{1}{m+1}\;\sum{^{m}}{_{n=0}}\;\sum_{k=0}^{n}\;c_{k}\;cos\;\frac{k{\pi}t}{T}$ converges uniformly on [0,T] and give a set function m such that for any Borel subset G of $\el_2$, $m(\mathcal{U}\cap\;P_{0}^{-1}\;o\;P_{0}(G))\;=\tilde{m}(P_{0}^{-1}\;o\;P_{0}(G))$. The goal of this note is to study the relationship among the measures $m_{\varphi},\;\tilde{\omega},\;\tilde{m}$ and $m$.

• 충청수학회지
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• 제27권4호
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• pp.689-695
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• 2014

Let M be an N-function satisfies the ${\Delta}_2$-condition and let $O_M$ be the Orlicz space associated with M. Let $C(O_M)$ be the space of all continuous functions defined on the interval [0, T] with values in $O_M$. In this note, we define the analogue of Wiener measure $m^M_{\phi}$ on $C(O_M)$, establish the Wiener integration formulae for the cylinder functions on $C(O_M)$ and give some examples related to our formulae.

• 대한수학회보
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• 제48권3호
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• pp.655-672
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• 2011

Let $C^r$[0,t] be the function space of the vector-valued continuous paths x : [0,t] ${\rightarrow}$ $R^r$ and define $X_t$ : $C^r$[0,t] ${\rightarrow}$ $R^{(n+1)r}$ and $Y_t$ : $C^r$[0,t] ${\rightarrow}$ $R^{nr}$ by $X_t(x)$ = (x($t_0$), x($t_1$), ..., x($t_{n-1}$), x($t_n$)) and $Y_t$(x) = (x($t_0$), x($t_1$), ..., x($t_{n-1}$)), respectively, where 0 = $t_0$ < $t_1$ < ... < $t_n$ = t. In the present paper, with the conditioning functions $X_t$ and $Y_t$, we introduce two simple formulas for the conditional expectations over $C^r$[0,t], an analogue of the r-dimensional Wiener space. We establish evaluation formulas for the analogues of the analytic Wiener and Feynman integrals for the function $G(x)=\exp{{\int}_0^t{\theta}(s,x(s))d{\eta}(s)}{\psi}(x(t))$, where ${\theta}(s,{\cdot})$ and are the Fourier-Stieltjes transforms of the complex Borel measures on ${\mathbb{R}}^r$. Using the simple formulas, we evaluate the analogues of the conditional analytic Wiener and Feynman integrals of the functional G.

• 대한수학회지
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• 제58권3호
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• pp.609-631
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• 2021

Let C[0, T] denote a generalized analogue of Wiener space, the space of real-valued continuous functions on the interval [0, T]. Define $Z_{\vec{e},n}$ : C[0, T] → ℝⁿ⁺¹ by $$Z_{\vec{e},n}(x)=\(x(0),\;{\int}_0^T\;e_1(t)dx(t),{\cdots},\;{\int}_0^T\;e_n(t)dx(t)\)$$, where e₁,…, e_n are of bounded variations on [0, T]. 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 $Z_{\vec{e},n}$ which has an initial weight and a kind of drift. As applications of the formula, we evaluate the Radon-Nikodym derivatives of various functions on C[0, T] which are of interested in Feynman integration theory and quantum mechanics. This work generalizes and simplifies the existing results, that is, the simple formulas with the conditioning functions related to the partitions of time interval [0, T].

• 대한수학회지
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• 제57권2호
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• pp.451-470
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• 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].

• 호남수학학술지
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• 제37권4호
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• pp.505-512
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• 2015

In this note we find the upper bound for ${\rho}(u^n,M)=\int_{0}^{T}\int_{0}^{{\mid}u(t){\mid}^n}p(s)dsdt$ and show that $F(y)=y^n$ is $m_{\phi}^M$-Bochner integrable on $C(\mathcal{O} _M)$ for $0{\leq}t{\leq}T$ when $\int_{\mathcal{O}_M}{\parallel}u_0{\parallel}_M^nd{\phi}(u_0)$ is finite.

• 대한수학회지
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• 제43권4호
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• pp.703-715
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• 2006

Recently, we proved the existence theorem of measure-valued Feynman-Kac formula and showed that it satisfied Volterra's integral equation. In this paper, we establish the operational calculus for a measure-valued Dyson series and give some examples related to the measure-valued Dyson series.

• Kyungpook Mathematical Journal
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• 제52권4호
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• pp.413-431
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• 2012

Let $C^r[0,t]$ be the function space of the vector-valued continuous paths $x:[0,t]{\rightarrow}\mathbb{R}^r$ and define $X_t:C^r[0,t]{\rightarrow}\mathbb{R}^{(n+1)r}$ and $Y_t:C^r[0,t]{\rightarrow}\mathbb{R}^{nr}$ by $X_t(x)=(x(t_0),\;x(t_1),\;{\cdots},\;x(t_{n-1}),\;x(t_n))$ and $Y_t(x)=(x(t_0),\;x(t_1),\;{\cdots},\;x(t_{n-1}))$, respectively, where $0=t_0$ < $t_1$ < ${\cdots}$ < $t_n=t$. In the present paper, using two simple formulas for the conditional expectations over $C^r[0,t]$ with the conditioning functions $X_t$ and $Y_t$, we establish evaluation formulas for the analogue of the conditional analytic Fourier-Feynman transform for the function of the form $${\exp}\{{\int_o}^t{\theta}(s,\;x(s))\;d{\eta}(s)\}{\psi}(x(t)),\;x{\in}C^r[0,t]$$ where ${\eta}$ is a complex Borel measure on [0, t] and both ${\theta}(s,{\cdot})$ and ${\psi}$ are the Fourier-Stieltjes transforms of the complex Borel measures on $\mathbb{R}^r$.

• 대한수학회지
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• 제43권3호
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• pp.461-489
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• 2006

In this article, we establish the existence theorem for measure-valued Dyson series and show that it satisfies the Volterra-type integral equation. Furthermore, we prove the stability theorems for measure-valued Dyson series.

• 호남수학학술지
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• 제35권2호
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• pp.179-200
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• 2013

Let $C[0,t]$ denote the function space of all real-valued continuous paths on $[0,t]$. Define $X_n:C[0,t]{\rightarrow}\mathbb{R}^{n+1}$ by $Xn(x)=(x(t_0),x(t_1),{\cdots},x(t_n))$, where $0=t_0$ < $t_1$ < ${\cdots}$ < $t_n$ < $t$ is a partition of $[0,t]$. In the present paper, using a simple formula for the conditional expectation given the conditioning function $X_n$, we evaluate the $L_p(1{\leq}p{\leq}{\infty})$-analytic conditional Fourier-Feynman transform and the conditional convolution product of the cylinder functions which have the form $$f((v_1,x),{\cdots},(v_r,x))\;for\;x{\in}C[0,t]$$, where {$v_1,{\cdots},v_r$} is an orthonormal subset of $L_2[0,t]$ and $f{\in}L_p(\mathbb{R}^r)$. We then investigate several relationships between the conditional Fourier-Feynman transform and the conditional convolution product of the cylinder functions.