• 대한수학회지
• /
• 제43권4호
• /
• pp.703-715
• /
• 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.

• 충청수학회지
• /
• 제33권2호
• /
• pp.181-195
• /
• 2020

This paper suggests the price of vulnerable European option under a constant elasticity of variance model by using asymptotic analysis technique and obtains the approximated solution of the option price. Finally, we illustrate an accuracy of the vulnerable option price so that the approximate solution is well-defined.

• 대한수학회지
• /
• 제43권3호
• /
• pp.461-489
• /
• 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.

• 대한수학회지
• /
• 제50권2호
• /
• pp.259-274
• /
• 2013

In this paper, we consider the Fourier-type functionals on Wiener space. We then establish the analytic Feynman integrals involving the ${\diamond}$-convolutions. Further, we give an approach to solution of the Schr$\ddot{o}$dinger equation via Fourier-type functionals. Finally, we use this approach to obtain solutions of the Schr$\ddot{o}$dinger equations for harmonic oscillator and double-well potential. The Schr$\ddot{o}$dinger equations for harmonic oscillator and double-well potential are meaningful subjects in quantum mechanics.