• 충청수학회지
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• 제19권1호
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• pp.79-99
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• 2006

In this paper, we define a class of functional defined on a very general function space $C_{a,b}[0,T]$ like a Fresnel class of an abstract Wiener space. We then define the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product of functionals on function space $C_{a,b}[0,T]$. Finally, we establish some relationships between the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product for functionals in $\mathcal{F}(C_{a,b}[0,T])$.

• Journal of applied mathematics & informatics
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• 제29권5_6호
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• pp.1501-1509
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• 2011

In this study, assume that the stock price obeys the stochastic differential equation driven by mixed fractional Brownian motion, and the short rate follows the Vasicek model. Then, the Black-Scholes partial differential equation is held by using fractional Ito formula. Finally, the pricing formulae of the barrier option are obtained by partial differential equation theory. The results of Black-Scholes model are generalized.

• 대한수학회보
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• 제50권1호
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• pp.217-231
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• 2013

In this paper we establish a Fubini theorem for generalized analytic Feynman integral and $L_1$ generalized analytic Fourier-Feynman transform for the functional of the form $$F(x)=f({\langle}{\alpha}_1,\;x{\rangle},\;{\cdots},\;{\langle}{{\alpha}_m,\;x{\rangle}),$$ where {${\alpha}_1$, ${\cdots}$, ${\alpha}_m$} is an orthonormal set of functions from $L_{a,b}^2[0,T]$. We then obtain several generalized analytic Feynman integration formulas involving generalized analytic Fourier-Feynman transforms.

• 대한수학회지
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• 제46권2호
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• pp.327-345
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• 2009

In this paper, we define generalized Fourier-Hermite functionals on a function space $C_{a,b}[0,\;T]$ to obtain a complete orthonormal set in $L_2(C_{a,b}[0,\;T])$ where $C_{a,b}[0,\;T]$ is a very general function space. We then proceed to give a necessary and sufficient condition that a functional F in $L_2(C_{a,b}[0,\;T])$ has a generalized Fourier-Wiener function space transform ${\cal{F}}_{\sqrt{2},i}(F)$ also belonging to $L_2(C_{a,b}[0,\;T])$.

• 대한수학회지
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• 제53권5호
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• pp.991-1017
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• 2016

In this paper we define a generalized analytic Fourier-Feynman transform associated with Gaussian process on the function space $C_{a,b}[0,T]$. We establish the existence of the generalized analytic Fourier-Feynman transform for certain bounded functionals on $C_{a,b}[0,T]$. We then proceed to establish a translation theorem for the generalized transform associated with Gaussian process.

• 대한수학회보
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• 제48권2호
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• pp.223-245
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• 2011

In this paper, we de ne an $L_p$ analytic generalized Fourier Feynman transform and a convolution product of functionals in a Ba-nach algebra $\cal{F}$($C_{a,b}$[0, T]) which is called the Fresnel type class, and in more general class $\cal{F}_{A_1;A_2}$ of functionals de ned on general functio space $C_{a,b}$[0, T] rather than on classical Wiener space. Also we obtain some relationships between the $L_p$ analytic generalized Fourier-Feynman transform and convolution product for functionals in $\cal{F}$($C_{a,b}$[0, T]) and in $\cal{F}_{A_1,A_2}$.

• 대한수학회지
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• 제49권5호
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• pp.1065-1082
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• 2012

In this paper we first investigate the existence of the generalized Fourier-Feynman transform of the functional F given by $$F(x)={\hat{\nu}}((e_1,x)^{\sim},{\ldots},(e_n,x)^{\sim})$$, where $(e,x)^{\sim}$ denotes the Paley-Wiener-Zygmund stochastic integral with $x$ in a very general function space $C_{a,b}[0,T]$ and $\hat{\nu}$ is the Fourier transform of complex measure ${\nu}$ on $B({\mathbb{R}}^n)$ with finite total variation. We then define two sequential transforms. Finally, we establish that the one is to identify the generalized Fourier-Feynman transform and the another transform acts like an inverse generalized Fourier-Feynman transform.

• 충청수학회지
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• 제23권1호
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• pp.37-48
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• 2010

In this paper we use a generalized Brownian motion process to defined an analytic operator-valued generalized Feynman integral. We then obtain explicit formulas for the analytic operatorvalued generalized Feynman integrals for functionals of the form $$F(x)=f\({\int}^T_0{\alpha}_1(t)dx(t),{\cdots},{\int}_0^T{\alpha}_n(t)dx(t)\)$$, where x is a continuous function on [0, T] and {${\alpha}_1,{\cdots},{\alpha}_n$} is an orthonormal set of functions from ($L^2_{a,b}[0,T]$, ${\parallel}{\cdot}{\parallel}_{a,b}$).

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제27권1호
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• pp.1-11
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• 2020

In this paper we determine conditions which a function a(t) must satisfy to insure that the function a'(t) is an element of the separable Hilbert space L²_a,b[0, T]. We then proceed to illustrate our results with several pertinent examples and counter-examples.

• 대한수학회지
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• 제53권6호
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• pp.1261-1273
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• 2016

In this paper, we analyze the necessary and sufficient condition introduced in [5]: that a functional F in $L^2(C_{a,b}[0,T])$ has an integral transform ${\mathcal{F}}_{{\gamma},{\beta}}F$, also belonging to $L^2(C_{a,b}[0,T])$. We then establish the inverse integral transforms of the functionals in $L^2(C_{a,b}[0,T])$ and then examine various properties with respect to the inverse integral transforms via the translation theorem. Several possible outcomes are presented as remarks. Our approach is a new method to solve some difficulties with respect to the inverse integral transform.