• Bulletin of the Korean Mathematical Society
• /
• v.59 no.5
• /
• pp.1093-1103
• /
• 2022

In this paper, we establish an evaluation formula to calculate the Wiener integral of polynomials in terms of natural dual pairings on abstract Wiener spaces (H, B, 𝜈). To do this we first derive a translation theorem for the Wiener integral of functionals associated with operators in 𝓛(B), the Banach space of bounded linear operators from B to itself. We then apply the translation theorem to establish an integration by parts formula for the Wiener integral of functionals combined with operators in 𝓛(B). We finally apply this parts formula to evaluate the Wiener integral of certain polynomials in terms of natural dual pairings.

• Bulletin of the Korean Mathematical Society
• /
• v.47 no.1
• /
• pp.131-149
• /
• 2010

In 1992, the author introduced the definition and the properties of Wiener measure over paths in Wiener space and this measure was investigated extensively by some mathematicians. In 2002, the author and Dr. Im presented an article for analogue of Wiener measure and its applications which is the generalized theory of Wiener measure theory. In this note, we will derive the analogue of Wiener measure over paths in Wiener space and establish two integration formulae, one is similar to the Wiener integration formula and another is similar to simple formula for conditional Wiener integral. Furthermore, we will give some examples for our formulae.

• Journal of the Korean Mathematical Society
• /
• v.38 no.2
• /
• pp.485-501
• /
• 2001

In this paper we express analytic Feynman integral of the first variation of a functional F in terms of analytic Feynman integral of the product F with a linear factor and obtain an integration by parts formula of the analytic Feynman integral of functionals on abstract Wiener space. We find the Fourier-Feynman transform for the product of functionals in the Fresnel class F(B) with n linear factors.

• Journal of the Chungcheong Mathematical Society
• /
• v.23 no.4
• /
• pp.711-720
• /
• 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.

• Journal of the Korean Mathematical Society
• /
• v.58 no.3
• /
• pp.609-631
• /
• 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].

• Korean Journal of Mathematics
• /
• v.22 no.1
• /
• pp.57-69
• /
• 2014

We obtain a formula for the conditional Wiener integral of the first variation of functionals and establish several integration by parts formulas of conditional Wiener integrals of functionals on a function space. We then apply these results to obtain various integration by parts formulas involving conditional integral transforms and conditional convolution products on the function space.

• Journal of the Chungcheong Mathematical Society
• /
• v.27 no.4
• /
• pp.689-695
• /
• 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.

• Bulletin of the Korean Mathematical Society
• /
• v.48 no.3
• /
• pp.655-672
• /
• 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.

• Journal of the Korean Mathematical Society
• /
• v.41 no.2
• /
• pp.265-294
• /
• 2004

In this paper, using a simple formula, we evaluate the conditional Fourier-Feynman transforms and the conditional convolution products of cylinder type functions, and show that the conditional Fourier-Feynman transform of the conditional convolution product is expressed as a product of the conditional Fourier-Feynman transforms. Also, we evaluate the conditional Fourier-Feynman transforms of the functions of the forms exp {$\int_{O}^{T}$ $\theta$(s,$\chi$(s))ds}, exp{$\int_{O}^{T}$ $\theta$(s,$\chi$(s))ds}$\Phi$($\chi$(T)), exp{$\int_{O}^{T}$ $\theta$(s,$\chi$(s))d${\zeta}$(s)}, exp{$\int_{O}^{T}$ $\theta$(s,$\chi$(s))d${\zeta}$(s)}$\Phi$($\chi$(T)) which are of interest in Feynman integration theories and quantum mechanics.

• Bulletin of the Korean Mathematical Society
• /
• v.54 no.2
• /
• pp.687-704
• /
• 2017

Using a simple formula for conditional expectations over an analogue of Wiener space, we calculate a generalized analytic conditional Fourier-Feynman transform and convolution product of generalized cylinder functions which play important roles in Feynman integration theories and quantum mechanics. We then investigate their relationships, that is, the conditional Fourier-Feynman transform of the convolution product can be expressed in terms of the product of the conditional FourierFeynman transforms of each function. Finally we establish change of scale formulas for the generalized analytic conditional Fourier-Feynman transform and the conditional convolution product. In this evaluation formulas and change of scale formulas we use multivariate normal distributions so that the orthonormalization process of projection vectors which are essential to establish the conditional expectations, can be removed in the existing conditional Fourier-Feynman transforms, conditional convolution products and change of scale formulas.