• 대한수학회논문집
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• 제37권3호
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• pp.749-763
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• 2022

Let C[0, T] denote an analogue of Weiner space, the space of real-valued continuous on [0, T]. In this paper, we investigate the translation of time interval [0, T] defining the analogue of Winer space C[0, T]. As applications of the result, we derive various relationships between the analogue of Wiener space and its product spaces. Finally, we express the analogue of Wiener measures on C[0, T] as the analogue of Wiener measures on C[0, s] and C[s, T] with 0 < s < T.

• 대한수학회지
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• 제50권3호
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• pp.607-625
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• 2013

It is well-known that the ordinary single-parameter Wiener space exhibits a reflection principle. In this paper we establish a reflection principle for a generalized one-parameter Wiener space and apply it to the integration of a class of functionals on this space. We also discuss several notions of a reflection principle for the two-parameter Wiener space, and explore whether these actually hold.

• 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.

• 대한수학회논문집
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• 제22권1호
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• pp.91-109
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• 2007

In this paper, we derive a change of scale formula for conditional Wiener integrals, as integral transforms, of possibly unbounded functions over Wiener paths in abstract Wiener space. In fact, we derive the change of scale formula for the product of the functions in a Banach algebra which is equivalent to both the Fresnel class and the space of measures of bounded variation over a real separable Hilbert space, and the $L_p-type$cylinder functions over Wiener paths in abstract Wiener space. As an application of the result, we obtain a change of scale formula for the conditional analytic Fourier-Feynman transform of the product of the functions.

• 대한수학회지
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• 제43권5호
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• pp.967-990
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• 2006

In this paper, we evaluate first variations, conditional first variations and conditional Fourier-Feynman transforms of cylinder type functions over Wiener paths in abstract Wiener space and then, investigate relationships among first variation, conditional first variation, Fourier-Feynman transform and conditional Fourier-Feynman transform of those functions. Finally, we derive the conditional Fourier-Feynman transform for the product of cylinder type function which defines the functions in a Banach algebra introduced by Yoo, with n linear factors.

• 충청수학회지
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• 제24권3호
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• pp.517-528
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• 2011

Cameron and Storvick introduced change of scale formulas for Wiener integrals of bounded functions in the Banach algebra $\mathcal{S}$ of analytic Feynman integrable functions on classical Wiener space. Yoo and Skoug extended this result to an abstract Wiener space. Also Yoo, Song, Kim and Chang established a change of scale formula for Wiener integrals of functions on abstract Wiener space which need not be bounded or continuous. In this paper, we investigate a change of scale formula for generalized Wiener integrals of various functions on classical Wiener space.

• 대한수학회보
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• 제21권2호
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• pp.99-106
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• 1984

J. Yeh has recently introduced the concept of conditional Wiener integrals which are meant specifically the conditional expectation E$^{w}$ (Z vertical bar X) of a real or complex valued Wiener integrable functional Z conditioned by the Wiener measurable functional X on the Wiener measure space (A precise definition of the conditional Wiener integral and a brief discussion of the Wiener measure space are given in Section 2). In [3] and [4] he derived some inversion formulae for conditional Wiener integrals and evaluated some conditional Wiener integrals E$^{w}$ (Z vertical bar X) conditioned by X(x)=x(t) for a fixed t>0 and x in Wiener space. Thus E$^{w}$ (Z vertical bar X) is a real or complex valued function on R$^{1}$. In this paper we shall be concerned with the random vector X given by X(x) = (x(s$_{1}$),..,x(s$_{n}$ )) for every x in Wiener space where 0=s$_{0}$ $_{1}$<..$_{n}$ =t. In Section 3 we will evaluate some conditional Wiener integrals E$^{w}$ (Z vertical bar X) which are real or complex valued functions on the n-dimensional Euclidean space R$^{n}$ . Thus we extend Yeh's results [4] for the random variable X given by X(x)=x(t) to the random vector X given by X(x)=(x(s$_{1}$).., x(s$_{n}$ )).

• 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.

• 대한수학회보
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• 제57권3호
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• pp.751-762
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• 2020

We define the average of a set of continuous functions of two variables (surfaces) using the structure of the two-parameter Wiener space that constitutes a probability space. The average of a sample set in the two-parameter Wiener space is defined employing the two-parameter Wiener process, which provides the concept of distribution over the two-parameter Wiener space. The average defined in our work, called an average function, also turns out to be a continuous function which is very desirable. It is proved that the average function also lies within the range of the sample set. The average function can be applied to model 3D shapes, which are regarded as their boundaries (surfaces), and serve as the average shape of them.

• 대한수학회보
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• 제47권1호
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• pp.131-149
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• 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.