• 제목/요약/키워드: Wiener measure space

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THE SIMPLE FORMULA OF CONDITIONAL EXPECTATION ON ANALOGUE OF WIENER MEASURE

  • Ryu, Kun-Sik
    • 호남수학학술지
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    • 제30권4호
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    • pp.723-732
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    • 2008
  • In this note, we establish the uniqueness theorem of conditional expectation on analogue of Wiener measure space for given distributions and prove the simple formula of conditional expectation on analogue of Wiener measure which is essentially similar to Park and Skoug's formula on the concrete Wiener measure.

THE GENERALIZED ANALOGUE OF WIENER MEASURE SPACE AND ITS PROPERTIES

  • Ryu, Kun-Sik
    • 호남수학학술지
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    • 제32권4호
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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].

OPERATOR-VALUED FUNCTION SPACE INTEGRALS VIA CONDITIONAL INTEGRALS ON AN ANALOGUE WIENER SPACE II

  • Cho, Dong Hyun
    • 대한수학회보
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    • 제53권3호
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    • pp.903-924
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    • 2016
  • In the present paper, using a simple formula for the conditional expectations given a generalized conditioning function over an analogue of vector-valued Wiener space, we prove that the analytic operator-valued Feynman integrals of certain classes of functions over the space can be expressed by the conditional analytic Feynman integrals of the functions. We then provide the conditional analytic Feynman integrals of several functions which are the kernels of the analytic operator-valued Feynman integrals.

A VERSION OF A CONVERSE MEASURABILITY FOR WIENER SPACE IN THE ABSTRACT WIENER SPACE

  • Kim, Bong-Jin
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제7권1호
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    • pp.41-47
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    • 2000
  • Johnson and Skoug [Pacific J. Math. 83(1979), 157-176] introduced the concept of scale-invariant measurability in Wiener space. And the applied their results in the theory of the Feynman integral. A converse measurability theorem for Wiener space due to the $K{\ddot{o}}ehler$ and Yeh-Wiener space due to Skoug[Proc. Amer. Math. Soc 57(1976), 304-310] is one of the key concept to their discussion. In this paper, we will extend the results on converse measurability in Wiener space which Chang and Ryu[Proc. Amer. Math, Soc. 104(1998), 835-839] obtained to abstract Wiener space.

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

  • Ryu, Kun Sik
    • 충청수학회지
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    • 제22권4호
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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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ANALOGUE OF WIENER INTEGRAL IN THE SPACE OF SEQUENCES OF REAL NUMBERS

  • Ryu, Kun Sik
    • 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 $m$.

A CHANGE OF SCALE FORMULA FOR WIENER INTEGRALS ON THE PRODUCT ABSTRACT WIENER SPACES

  • Kim, Young-Sik;Ahn, Jae-Moon;Chang, Kun-Soo;Il Yoo
    • 대한수학회지
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    • 제33권2호
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    • pp.269-282
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    • 1996
  • It has long been known that Wiener measure and Wiener measurbility behave badly under the change of scale transformation [3] and under translation [2]. However, Cameron and Storvick [4] obtained the fact that the analytic Feynman integral was expressed as a limit of Wiener integrals for a rather larger class of functionals on a classical Wienrer space.

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EVALUATION E(exp(∫0th(s)dx(s)) ON ANALOGUE OF WIENER MEASURE SPACE

  • Park, Yeon-Hee
    • 호남수학학술지
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    • 제32권3호
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    • pp.441-451
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    • 2010
  • In this paper we evaluate the analogue of Wiener integral ${\int\limits}_{C[0,t]}x(t_1){\cdots}x(t_n)d\omega_\rho(x)$ where 0 = $t_0$ < $t_1$ $\cdots$ < $t_n$ $\leq$ t and the Paley-Wiener-Zygmund integral ${\int\limits}_{C[0,t]}$ exp $({\int\limits}_0^t h(s)\tilde{d}x(s))d\omega_\rho(x)$ is the analogue of Wiener measure space.