• Korean Journal of Mathematics
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• 제30권4호
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• pp.593-601
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• 2022

Let C(Q) denote Yeh-Wiener space, the space of all real-valued continuous functions x(s, t) on Q ≡ [0, S] × [0, T] with x(s, 0) = x(0, t) = 0 for every (s, t) ∈ Q. For each partition τ = τ_m,n = {(s_i, t_j)|i = 1, . . . , m, j = 1, . . . , n} of Q with 0 = s₀ < s₁ < . . . < s_m = S and 0 = t₀ < t₁ < . . . < t_n = T, define a random vector X_τ : C(Q) → ℝ^mn by X_τ (x) = (x(s₁, t₁), . . . , x(s_m, t_n)). In this paper we study the conditional integral transform and the conditional convolution product for a class of cylinder type functionals defined on K(Q) with a given conditioning function X_τ above, where K(Q)is the space of all complex valued continuous functions of two variables on Q which satify x(s, 0) = x(0, t) = 0 for every (s, t) ∈ Q. In particular we derive a useful equation which allows to calculate the conditional integral transform of the conditional convolution product without ever actually calculating convolution product or conditional convolution product.

• Korean Journal of Mathematics
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• 제27권2호
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• pp.445-463
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• 2019

Let C[0, T] denote the space of continuous real-valued functions on [0, T]. On the space C[0, T], we introduce a Banach algebra of series of functions which are generalized Fourier-Stieltjes transforms of measures of finite variation on the product of simplex and Euclidean space. We evaluate analytic Feynman integrals of the functions in the Banach algebra which play significant roles in the Feynman integration theory and quantum mechanics.

• 대한수학회지
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• 제53권3호
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• pp.709-723
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• 2016

Let C[0, t] denote a generalized Wiener space, the space of real-valued continuous functions on the interval [0, t] and define a random vector $Z_n:C[0,t]{\rightarrow}{\mathbb{R}}^n$ by $Zn(x)=(\int_{0}^{t_1}h(s)dx(s),{\cdots},\int_{0}^{t_n}h(s)dx(s))$, where 0 < $t_1$ < ${\cdots}$ < $t_n$ < t is a partition of [0, t] and $h{\in}L_2[0,t]$ with $h{\neq}0$ a.e. In this paper we will introduce a simple formula for a generalized conditional Wiener integral on C[0, t] with the conditioning function $Z_n$ and then evaluate the generalized analytic conditional Wiener and Feynman integrals of the cylinder function $F(x)=f(\int_{0}^{t}e(s)dx(s))$ for $x{\in}C[0,t]$, where $f{\in}L_p(\mathbb{R})(1{\leq}p{\leq}{\infty})$ and e is a unit element in $L_2[0,t]$. Finally we express the generalized analytic conditional Feynman integral of F as two kinds of limits of non-conditional generalized Wiener integrals of polygonal functions and of cylinder functions using a change of scale transformation for which a normal density is the kernel. The choice of a complete orthonormal subset of $L_2[0,t]$ used in the transformation is independent of e and the conditioning function $Z_n$ does not contain the present positions of the generalized Wiener paths.

• 대한수학회논문집
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• 제22권4호
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• pp.553-564
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• 2007

In this paper we establish several integration by parts formulas involving integral transforms of functionals of the form $F(y)=f(<{\theta}_1,\;y>),\ldots,<{\theta}_n,\;y>)$ for s-a.e. $y{\in}C_0[0,\;T]$, where $<{\theta},\;y>$ denotes the Riemann-Stieltjes integral ${\int}_0^T{\theta}(t)\;dy(t)$.

• 대한수학회보
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• 제40권3호
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• pp.509-520
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• 2003

Let p be a prime number, $Q_{p}$ the field of p-adic numbers, K a finite extension of $Q_{p}$, $\bar{K}}$ a fixed algebraic closure of K and $C_{p}$ the completion of K with respect to the p-adic valuation. Let E be a closed subfield of $C_{p}$, containing K. Given elements $t_1$...,$t_{r}$ $\in$ E for which the field K($t_1$...,$t_{r}$) is dense in E, we construct integral bases of E over K.

• 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].

• 한국통계학회:학술대회논문집
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• 한국통계학회 2002년도 춘계 학술발표회 논문집
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• pp.55-60
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• 2002

We present an extension of the Wong-Zakai type approximation theorem for a multiple stochastic integral. Using a piecewise linear approximation $W^{(n)}$ of a Wiener process W, we prove that the multiple integral processes {${\int}_{0}^{t}{\cdots}{\int}_{0}^{t}f(t_{1},{\cdots},t_{m})W^{(n)}(t_{1}){\cdots}W^{(n)}(t_{m}),t{\in}[0,T]$} where f is a given symmetric function in the space $C([0,T]^{m})$, converge to the multiple Stratonovich integral of f in the uniform $L^{2}$-sense.

• 대한수학회논문집
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• 제28권2호
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• pp.303-317
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• 2013

In present paper, we obtain functions $R_t(c,{\nu},a,b)$ and $R_t(c,-{\mu},a,b)$ by using generalized hypergeometric function. A recurrence relation, integral representation of the generalized hypergeometric function $_2R_1(a,b;c;{\tau};z)$ and some special cases have also been discussed.

• Journal of applied mathematics & informatics
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• 제6권1호
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• pp.163-174
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• 1999

The purpose of this paper is to obtain the solution of Fredholm-Volterra integral equation with singular kernel in the space $L_2(-1, 1)\times C(0,T), 0 \leq t \leq T< \infty$, under certain conditions,. The numerical method is used to solve the Fredholm integral equation of the second kind with weak singular kernel using the Toeplitz matrices. Also the error estimate is computed and some numerical examples are computed using the MathCad package.

• 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.