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100%
Open Mathematics
|
2010
|
tom 8
|
nr 5
908-927
EN
Let C 0r [0; t] denote the analogue of the r-dimensional Wiener space, define X t: C r[0; t] → ℝ2r by X t (x) = (x(0); x(t)). In this paper, we introduce a simple formula for the conditional expectations with the conditioning function X t. Using this formula, we evaluate the conditional analytic Feynman integral for the functional $$ \Gamma _t \left( x \right) = exp \left\{ {\int_0^t {\theta \left( {s,x\left( s \right)} \right)d\eta \left( s \right)} } \right\}\varphi \left( {x\left( t \right)} \right) x \in C^r \left[ {0,t} \right] $$, where η is a complex Borel measure on [0, t], and θ(s, ·) and φ are the Fourier-Stieltjes transforms of the complex Borel measures on ℝr. We then introduce an integral transform as an analytic operator-valued Feynman integral over C r [0, t], and evaluate the integral transform for the function Γt via the conditional analytic Feynman integral as a kernel.
2
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Fourier-Feynman transforms of unbounded functionals on abstract Wiener space

100%
Open Mathematics
|
2010
|
tom 8
|
nr 3
616-632
EN
Huffman, Park and Skoug established several results involving Fourier-Feynman transform and convolution for functionals in a Banach algebra S on the classical Wiener space. Chang, Kim and Yoo extended these results to abstract Wiener space for a more generalized Fresnel class $$ \mathcal{F}_{\mathcal{A}_1 ,\mathcal{A}_2 } $$ A1,A2 than the Fresnel class $$ \mathcal{F} $$(B)which corresponds to the Banach algebra S. In this paper we study Fourier-Feynman transform, convolution and first variation of unbounded functionals on abstract Wiener space having the form $$ F\left( x \right) = G\left( x \right)\psi \left( {\left( {\vec e,x} \right)^ \sim } \right) $$, where G∈$$ \mathcal{F} $$(B)and Ψ = ψ + ϕ with ψ ∈ L 1(ℝn) and ϕ is the Fourier transform of a complex Borel measure of bounded variation on ℝn. We also prove a translation theorem for the analytic Feynman integral of the above functionals.
EN
In this paper we obtain several basic formulas for generalized integral transforms, convolution products, first variations and inverse integral transforms of functionals defined on function space.
4
Content available remote

Some Fine Properties of BV Functions on Wiener Spaces

52%
EN
In this paper we define jump set and approximate limits for BV functions on Wiener spaces and show that the weak gradient admits a decomposition similar to the finite dimensional case. We also define the SBV class of functions of special bounded variation and give a characterisation of SBV via a chain rule and a closure theorem. We also provide a characterisation of BV functions in terms of the short-time behaviour of the Ornstein-Uhlenbeck semigroup following an approach due to Ledoux.
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