• Journal of the Korean Mathematical Society
• /
• v.39 no.5
• /
• pp.801-819
• /
• 2002

In this note, we establish a translation theorem in an analogue of Wiener space (C[0,t],$\omega$$\phi$) and find formulas for the conditional $\omega$$\phi$-integral given by the condition X(x) ＝ (x(to), x(t$_1$),…, x(t$_{n}$)) which is the generalization of Chang and Chang's results in 1984. Moreover, we prove a translation theorem for the conditional $\omega$$\phi$-integral.l.

• 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].

• Honam Mathematical Journal
• /
• v.37 no.4
• /
• pp.505-512
• /
• 2015

In this note we find the upper bound for ${\rho}(u^n,M)=\int_{0}^{T}\int_{0}^{{\mid}u(t){\mid}^n}p(s)dsdt$ and show that $F(y)=y^n$ is $m_{\phi}^M$-Bochner integrable on $C(\mathcal{O} _M)$ for $0{\leq}t{\leq}T$ when $\int_{\mathcal{O}_M}{\parallel}u_0{\parallel}_M^nd{\phi}(u_0)$ is finite.

• Korean Journal of Mathematics
• /
• v.21 no.3
• /
• pp.237-246
• /
• 2013

In this paper we first consider the partition of the general region made by the monotonically increasing and continuous function and then obtain the measure from the partition of the region. The results obtained here is a little bit different from the previous results in [1, 2, 3] and finally we discuss the difference.

• Communications of the Korean Mathematical Society
• /
• v.10 no.2
• /
• pp.337-348
• /
• 1995

In 1987, Johnson and Lapidus introduced the noncommutative operations * and + on Wiener functionals and gave a precise and rigorous interpretation of certain aspects of Feynman's operational calculus for noncommuting operators. They established the operational calculus for certain functionals which involve Legesgue measure. In this paper we establish the operational calculus for the functionals applied to multiple integrals which involve some Borel measures.

• Bulletin of the Korean Mathematical Society
• /
• v.53 no.5
• /
• pp.1531-1548
• /
• 2016

Let C[0, t] denote the space of real-valued continuous functions on [0, t] and define a random vector $Z_n:C[0,t]{\rightarrow}\mathbb{R}^n$ by $Z_n(x)=(\int_{0}^{t_1}h(s)dx(s),{\ldots},\int_{0}^{t_n}h(s)dx(s))$, 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. Using a simple formula for a conditional expectation on C[0, t] with $Z_n$, we evaluate a generalized analytic conditional Wiener integral of the function $G_r(x)=F(x){\Psi}(\int_{0}^{t}v_1(s)dx(s),{\ldots},\int_{0}^{t}v_r(s)dx(s))$ for F in a Banach algebra and for ${\Psi}=f+{\phi}$ which need not be bounded or continuous, where $f{\in}L_p(\mathbb{R}^r)(1{\leq}p{\leq}{\infty})$, {$v_1,{\ldots},v_r$} is an orthonormal subset of $L_2[0,t]$ and ${\phi}$ is the Fourier transform of a measure of bounded variation over $\mathbb{R}^r$. Finally we establish various change of scale transformations for the generalized analytic conditional Wiener integrals of $G_r$ with the conditioning function $Z_n$.

• Kyungpook Mathematical Journal
• /
• v.52 no.4
• /
• pp.413-431
• /
• 2012

Let $C^r[0,t]$ be the function space of the vector-valued continuous paths $x:[0,t]{\rightarrow}\mathbb{R}^r$ and define $X_t:C^r[0,t]{\rightarrow}\mathbb{R}^{(n+1)r}$ and $Y_t:C^r[0,t]{\rightarrow}\mathbb{R}^{nr}$ by $X_t(x)=(x(t_0),\;x(t_1),\;{\cdots},\;x(t_{n-1}),\;x(t_n))$ and $Y_t(x)=(x(t_0),\;x(t_1),\;{\cdots},\;x(t_{n-1}))$, respectively, where $0=t_0$ < $t_1$ < ${\cdots}$ < $t_n=t$. In the present paper, using two simple formulas for the conditional expectations over $C^r[0,t]$ with the conditioning functions $X_t$ and $Y_t$, we establish evaluation formulas for the analogue of the conditional analytic Fourier-Feynman transform for the function of the form $${\exp}\{{\int_o}^t{\theta}(s,\;x(s))\;d{\eta}(s)\}{\psi}(x(t)),\;x{\in}C^r[0,t]$$ where ${\eta}$ is a complex Borel measure on [0, t] and both ${\theta}(s,{\cdot})$ and ${\psi}$ are the Fourier-Stieltjes transforms of the complex Borel measures on $\mathbb{R}^r$.

• Journal of the Korean Mathematical Society
• /
• v.34 no.3
• /
• pp.569-579
• /
• 1997

We investigate the existence of the operator-valued Feynman integral when a Wiener functional is given by a Fourier transform of complex Borel measure.

• Bulletin of the Korean Mathematical Society
• /
• v.26 no.2
• /
• pp.151-158
• /
• 1989

Let (H, B, .nu.) be an abstract Wiener space where H is a separable Hilbert space with the inner product <.,.> and the norm vertical bar . vertical bar=.root.<.,.>, which is densely and continuously imbedded into a separable Banach space B with the norm ∥.∥ , and .nu. is a probability measure on the Borel .sigma.-algebra B(B) of B which satisfies (Fig.) where $B^{*}$ is the topological dual of B and (.,.) is the natural dual pairing between B and $B^{*}$. We will regard $B^{*}$.contnd.H.contnd.B in the natural way. Thus we have =(y, x) for all y in $B^{*}$ and x in H. Let $R^{n}$ and C denote the n-dimensional Euclidean space and the complex numbers respectively.ctively.

• Journal of the Korean Mathematical Society
• /
• v.33 no.3
• /
• pp.541-555
• /
• 1996

The Fourier transform plays a central role in the theory of distribution on Euclidean spaces. Although Lebesgue measure does not exist in infinite dimensional spaces, the Fourier transform can be introduced in the space $(S)^*$ of generalized white noise functionals. This has been done in the series of paper by H.-H. Kuo [1, 2, 3], [4] and [5]. The Fourier transform $F$ has many properties similar to the finite dimensional case; e.g., the Fourier transform carries coordinate differentiation into multiplication and vice versa. It plays an essential role in the theory of differential equations in infinite dimensional spaces.