• Title/Summary/Keyword: Fernique theorem

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THE GENERALIZED ANALOGUE OF WIENER MEASURE SPACE AND ITS PROPERTIES

  • Ryu, Kun-Sik
    • Honam Mathematical Journal
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    • v.32 no.4
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    • pp.633-642
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    • 2010
  • In this note, we introduce the definition of the generalized analogue of Wiener measure on the space C[a, b] of all real-valued continuous functions on the closed interval [a, b], give several examples of it and investigate some important properties of it - the Fernique theorem and the existence theorem of scale-invariant measurable subsets on C[a, b].

THE GENERALIZED FERNIQUE'S THEOREM FOR ANALOGUE OF WIENER MEASURE SPACE

  • Ryu, Kun Sik
    • Journal of the Chungcheong Mathematical Society
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    • v.22 no.4
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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.

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AN INTEGRATION FORMULA FOR ANALOGUE OF WIENER MEASURE AND ITS APPLICATIONS

  • Ryu, Kun Sik
    • Journal of the Chungcheong Mathematical Society
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    • v.23 no.4
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    • pp.711-720
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    • 2010
  • In this note, we will establish the integration formulae for functionals such as $F(x)=\prod_{j=1}^{n}\;x(s_j)^2$ and $G(x)=\exp\{{\lambda}{\int}_{0}^{t}\;x(s)^2dm_L(s)\}$ in the analogue of Wiener measure space and using our formulae, we will derive some formulae for series.