• 제목/요약/키워드: generalized Wiener space

검색결과 38건 처리시간 0.022초

GENERALIZED CONDITIONAL INTEGRAL TRANSFORMS, CONDITIONAL CONVOLUTIONS AND FIRST VARIATIONS

  • Kim, Bong Jin;Kim, Byoung Soo
    • Korean Journal of Mathematics
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    • 제20권1호
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    • pp.1-18
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    • 2012
  • We study various relationships that exist among generalized conditional integral transform, generalized conditional convolution and generalized first variation for a class of functionals defined on K[0, T], the space of complex-valued continuous functions on [0, T] which vanish at zero.

A FUBINI THEOREM FOR GENERALIZED ANALYTIC FEYNMAN INTEGRALS AND FOURIER-FEYNMAN TRANSFORMS ON FUNCTION SPACE

  • Chang, Seung-Jun;Lee, Il-Yong
    • 대한수학회보
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    • 제40권3호
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    • pp.437-456
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    • 2003
  • In this paper we use a generalized Brownian motion process to define a generalized analytic Feynman integral. We then establish a Fubini theorem for the function space integral and generalized analytic Feynman integral of a functional F belonging to Banach algebra $S(L^2_{a,b}[0,T])$ and we proceed to obtain several integration formulas. Finally, we use this Fubini theorem to obtain several Feynman integration formulas involving analytic generalized Fourier-Feynman transforms. These results subsume similar known results obtained by Huffman, Skoug and Storvick for the standard Wiener process.

GENERALIZED ANALYTIC FOURIER-FEYNMAN TRANSFORMS AND CONVOLUTIONS ON A FRESNEL TYPE CLASS

  • Chang, Seung-Jun;Lee, Il-Yong
    • 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 $\cal{F}_{A_1,A_2}$.

CONDITIONAL FOURIER-FEYNMAN TRANSFORMS AND CONVOLUTIONS OF UNBOUNDED FUNCTIONS ON A GENERALIZED WIENER SPACE

  • Cho, Dong Hyun
    • 대한수학회지
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    • 제50권5호
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    • pp.1105-1127
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    • 2013
  • Let C[0, $t$] denote the function space of real-valued continuous paths on [0, $t$]. Define $X_n\;:\;C[0,t]{\rightarrow}\mathbb{R}^{n+1}$ and $X_{n+1}\;:\;C[0,t]{\rightarrow}\mathbb{R}^{n+2}$ by $X_n(x)=(x(t_0),x(t_1),{\ldots},x(t_n))$ and $X_{n+1}(x)=(x(t_0),x(t_1),{\ldots},x(t_n),x(t_{n+1}))$, respectively, where $0=t_0 <; t_1 <{\ldots} < t_n < t_{n+1}=t$. In the present paper, using simple formulas for the conditional expectations with the conditioning functions $X_n$ and $X_{n+1}$, we evaluate the $L_p(1{\leq}p{\leq}{\infty})$-analytic conditional Fourier-Feynman transforms and the conditional convolution products of the functions, which have the form $fr((v_1,x),{\ldots},(v_r,x)){\int}_{L_2}_{[0,t]}\exp\{i(v,x)\}d{\sigma}(v)$ for $x{\in}C[0,t]$, where $\{v_1,{\ldots},v_r\}$ is an orthonormal subset of $L_2[0,t]$, $f_r{\in}L_p(\mathbb{R}^r)$, and ${\sigma}$ is the complex Borel measure of bounded variation on $L_2[0,t]$. We then investigate the inverse conditional Fourier-Feynman transforms of the function and prove that the analytic conditional Fourier-Feynman transforms of the conditional convolution products for the functions can be expressed by the products of the analytic conditional Fourier-Feynman transform of each function.

A BANACH ALGEBRA AND ITS EQUIVALENT SPACES OVER PATHS WITH A POSITIVE MEASURE

  • Cho, Dong Hyun
    • 대한수학회논문집
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    • 제35권3호
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    • pp.809-823
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    • 2020
  • Let C[0, T] denote the space of continuous, real-valued functions on the interval [0, T] and let C0[0, T] be the space of functions x in C[0, T] with x(0) = 0. In this paper, we introduce a Banach algebra ${\bar{\mathcal{S}}}_{{\alpha},{\beta};{\varphi}}$ on C[0, T] and its equivalent space ${\bar{\mathcal{F}}}({\mathcal{H}}) $, a space of transforms of equivalence classes of measures, which generalizes Fresnel class 𝓕(𝓗), where 𝓗 is an appropriate real separable Hilbert space of functions on [0, T]. We also investigate their properties and derive an isomorphism between ${\bar{\mathcal{S}}}_{{\alpha},{\beta};{\varphi}}$ and ${\bar{\mathcal{F}}}({\mathcal{H}}) $. When C[0, T] is replaced by C0[0, T], ${\bar{\mathcal{F}}}({\mathcal{H}}) $ and ${\bar{\mathcal{S}}}_{{\alpha},{\beta};{\varphi}}$ reduce to 𝓕(𝓗) and Cameron-Storvick's Banach algebra 𝓢, respectively, which is the space of generalized Fourier-Stieltjes transforms of the complex-valued, finite Borel measures on L2[0, T].

HEAT EQUATION IN WHITE NOISE ANALYSIS

  • KimLee, Jung-Soon
    • 대한수학회지
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    • 제33권3호
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    • pp.541-555
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    • 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.

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Existence theorems of an operator-valued feynman integral as an $L(L_1,C_0)$ theory

  • Ahn, Jae-Moon;Chang, Kun-Soo;Kim, Jeong-Gyoo;Ko, Jung-Won;Ryu, Kun-Sik
    • 대한수학회보
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    • 제34권2호
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    • pp.317-334
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    • 1997
  • The existence of an operator-valued function space integral as an operator on $L_p(R) (1 \leq p \leq 2)$ was established for certain functionals which involved the Labesgue measure [1,2,6,7]. Johnson and Lapidus showed the existence of the integral as an operator on $L_2(R)$ for certain functionals which involved any Borel measures [5]. J. S. Chang and Johnson proved the existence of the integral as an operator from L_1(R)$ to $C_0(R)$ for certain functionals involving some Borel measures [3]. K. S. Chang and K. S. Ryu showed the existence of the integral as an operator from $L_p(R) to L_p'(R)$ for certain functionals involving some Borel measures [4].

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