• Title/Summary/Keyword: analogue of Wiener space

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A TRANSLATION OF AN ANALOGUE OF WIENER SPACE WITH ITS APPLICATIONS ON THEIR PRODUCT SPACES

  • Cho, Dong Hyun
    • Communications of the Korean Mathematical Society
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    • v.37 no.3
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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.

THE ARCSINE LAW IN THE GENERALIZED ANALOGUE OF WIENER SPACE

  • Ryu, Kun Sik
    • Journal of the Chungcheong Mathematical Society
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    • v.30 no.1
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    • pp.67-76
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    • 2017
  • In this note, we prove the theorems in the generalized analogue of Wiener space corresponding to the second and the third arcsine laws in either concrete or analogue of Wiener space [1, 2, 7] and we show that our results are exactly same to either the concrete or the analogue of Wiener case when the initial condition gives either the Dirac measure at the origin or the probability Borel measure.

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

  • Cho, Dong Hyun
    • Bulletin of the Korean Mathematical Society
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    • v.53 no.3
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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.

INTEGRATION WITH RESPECT TO ANALOGUE OF WIENER MEASURE OVER PATHS IN WIENER SPACE AND ITS APPLICATIONS

  • Ryu, Kun-Sik
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.1
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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.

THE TRANSFORMATION THEOREM ON ANALOGUE OF WIENER SPACE

  • Im, Man-Kyu
    • The Pure and Applied Mathematics
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    • v.14 no.4
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    • pp.317-333
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    • 2007
  • In 2002, the author and professor Ryu introduced the concept of analogue of Wiener measure. In this paper, we prove the existence theorem of Fourier-Feynman transform on analogue of Wiener measure in $L_2-norm$ sense.

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AN INTEGRATION FORMULA FOR ANALOGUE OF WIENER MEASURE AND ITS APPLICATIONS

  • Ryu, Kun Sik
    • Journal of the Chungcheong Mathematical Society
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    • v.23 no.4
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    • pp.711-720
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    • 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.

THE ROTATION THEOREM ON ANALOGUE OF WIENER SPACE

  • Ryu, Kun-Sik;Shim, Shung-Hoon
    • Honam Mathematical Journal
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    • v.29 no.4
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    • pp.577-588
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    • 2007
  • Bearman's rotation theorem is not only very important in pure mathematics but also plays the key role for various research areas, related to Wiener measure. In 2002, the author and professor Im introduced the concept of analogue of Wiener measure, a kind of generalization of Wiener measure and they presented the several papers associated with it. In this article, we prove a formula on analogue of Wiener measure, similar to the formula in Bearman's rotation theorem.