• 제목/요약/키워드: Generalized Brownian motion process

검색결과 23건 처리시간 0.025초

GENERALIZED ANALYTIC FEYNMAN INTEGRALS INVOLVING GENERALIZED ANALYTIC FOURIER-FEYNMAN TRANSFORMS AND GENERALIZED INTEGRAL TRANSFORMS

  • Chang, Seung Jun;Chung, Hyun Soo
    • 충청수학회지
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    • 제21권2호
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    • pp.231-246
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    • 2008
  • In this paper, we use a generalized Brownian motion process to define a generalized analytic Feynman integral. We then establish several integration formulas for generalized analytic Feynman integrals generalized analytic Fourier-Feynman transforms and generalized integral transforms of functionals in the class of functionals ${\mathbb{E}}_0$. Finally, we use these integration formulas to obtain several generalized Feynman integrals involving the generalized analytic Fourier-Feynman transform and the generalized integral transform of functionals in ${\mathbb{E}}_0$.

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CONDITIONAL GENERALIZED FOURIER-FEYNMAN TRANSFORM AND CONDITIONAL CONVOLUTION PRODUCT ON A BANACH ALGEBRA

  • Chang, Seung-Jun;Choi, Jae-Gil
    • 대한수학회보
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    • 제41권1호
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    • pp.73-93
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    • 2004
  • In [10], Chang and Skoug used a generalized Brownian motion process to define a generalized analytic Feynman integral and a generalized analytic Fourier-Feynman transform. In this paper we define the conditional generalized Fourier-Feynman transform and conditional generalized convolution product on function space. We then establish some relationships between the conditional generalized Fourier-Feynman transform and conditional generalized convolution product for functionals on function space that belonging to a Banach algebra.

GENERALIZED FOURIER-FEYNMAN TRANSFORMS AND CONVOLUTIONS FOR EXPONENTIAL TYPE FUNCTIONS OF GENERALIZED BROWNIAN MOTION PATHS

  • Jae Gil Choi
    • 대한수학회논문집
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    • 제38권4호
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    • pp.1141-1151
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    • 2023
  • Let Ca,b[0, T] denote the space of continuous sample paths of a generalized Brownian motion process (GBMP). In this paper, we study the structures which exist between the analytic generalized Fourier-Feynman transform (GFFT) and the generalized convolution product (GCP) for functions on the function space Ca,b[0, T]. For our purpose, we use the exponential type functions on the general Wiener space Ca,b[0, T]. The class of all exponential type functions is a fundamental set in L2(Ca,b[0, T]).

TRANSFORMS AND CONVOLUTIONS ON FUNCTION SPACE

  • Chang, Seung-Jun;Choi, Jae-Gil
    • 대한수학회논문집
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    • 제24권3호
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    • pp.397-413
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    • 2009
  • In this paper, for functionals of a generalized Brownian motion process, we show that the generalized Fourier-Feynman transform of the convolution product is a product of multiple transforms and that the conditional generalized Fourier-Feynman transform of the conditional convolution product is a product of multiple conditional transforms. This allows us to compute the (conditional) transform of the (conditional) convolution product without computing the (conditional) convolution product.

TRANSLATION THEOREM ON FUNCTION SPACE

  • Choi, Jae Gil;Park, Young Seo
    • Korean Journal of Mathematics
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    • 제11권1호
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    • pp.17-30
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    • 2003
  • In this paper, we use a generalized Brownian motion process to define a translation theorem. First we establish the translation theorem for function space integrals. We then obtain the general translation theorem for functionals on function space.

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A FRESNEL TYPE CLASS ON FUNCTION SPACE

  • Chang, Seung-Jun;Choi, Jae-Gil;Lee, Sang-Deok
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제16권1호
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    • pp.107-119
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    • 2009
  • In this paper we define a Banach algebra on very general function space induced by a generalized Brownian motion process rather than on Wiener space, but the Banach algebra can be considered as a generalization of Fresnel class defined on Wiener space. We then show that several interesting functions in quantum mechanic are elements of the class.

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A REPRESENTATION FOR AN INVERSE GENERALIZED FOURIER-FEYNMAN TRANSFORM ASSOCIATED WITH GAUSSIAN PROCESS ON FUNCTION SPACE

  • Choi, Jae Gil
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제28권4호
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    • pp.281-296
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    • 2021
  • In this paper, we suggest a representation for an inverse transform of the generalized Fourier-Feynman transform on the function space Ca,b[0, T]. The function space Ca,b[0, T] is induced by the generalized Brownian motion process with mean function a(t) and variance function b(t). To do this, we study the generalized Fourier-Feynman transform associated with the Gaussian process Ƶk of exponential-type functionals. We then establish that a composition of the Ƶk-generalized Fourier-Feynman transforms acts like an inverse generalized Fourier-Feynman transform.

MULTIPLE Lp ANALYTIC GENERALIZED FOURIER-FEYNMAN TRANSFORM ON THE BANACH ALGEBRA

  • Chang, Seung-Jun;Choi, Jae-Gil
    • 대한수학회논문집
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    • 제19권1호
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    • pp.93-111
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    • 2004
  • In this paper, we use a generalized Brownian motion process to define a generalized Feynman integral and a generalized Fourier-Feynman transform. We also define the concepts of the multiple Lp analytic generalized Fourier-Feynman transform and the generalized convolution product of functional on function space $C_{a,\;b}[0,\;T]$. We then verify the existence of the multiple $L_{p}$ analytic generalized Fourier-Feynman transform for functional on function space that belong to a Banach algebra $S({L_{a,\;b}}^{2}[0, T])$. Finally we establish some relationships between the multiple $L_{p}$ analytic generalized Fourier-Feynman transform and the generalized convolution product for functionals in $S({L_{a,\;b}}^{2}[0, T])$.

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.

함수공간에서의 일반화된 푸리에-파인만 변환에 관한 고찰 (Note on the generalized Fourier-Feynman transform on function space)

  • 장승준
    • 한국수학사학회지
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    • 제20권3호
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    • pp.73-90
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    • 2007
  • 본 논문은 일반화된 브라운 확률과정으로 유도된 함수공간에서 정의되는 일반화된 파인만 적분과 일반화된 푸리에-파인만 변환을 소개하고, 이들의 존재정리 및 여러 가지 성질을 설명한다. 그리고 푸리에 변환과 일반화된 해석적 푸리에-파인만 변환의 유사성을 조사한다.

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