TY - JOUR
T1 - Relationships between generalized Wiener integrals and conditional analytic Feynman integrals over continuous paths
AU - Kim, Byoung Soo
AU - Cho, Dong Hyun
N1 - Publisher Copyright:
© 2017, Institute of Mathematics of the Academy of Sciences of the Czech Republic, Praha, Czech Republic.
PY - 2017/9/1
Y1 - 2017/9/1
N2 - Let C[0, t] denote a generalized Wiener space, the space of real-valued continuous functions on the interval [0, t], and define a random vector Zn: C[0, t] → Rn+1 by Zn(x)=(x(0)+a(0),∫ot1h(s)dx(s)+x(0)+a(t1),..,∫0tnh(s)dx(s)+x(0)+a(tn)), where a ∈ C[0, t], h ∈ L2[0, t], and 0 < t1 <.. < tn ≤ t is a partition of [0, t]. Using simple formulas for generalized conditional Wiener integrals, given Zn we will evaluate the generalized analytic conditional Wiener and Feynman integrals of the functions F in a Banach algebra which corresponds to Cameron-Storvick’s Banach algebra S. Finally, we express the generalized analytic conditional Feynman integral of F as a limit of the non-conditional generalized Wiener integral of a polygonal function using a change of scale transformation for which a normal density is the kernel. This result extends the existing change of scale formulas on the classical Wiener space, abstract Wiener space and the analogue of the Wiener space C[0, t].
AB - Let C[0, t] denote a generalized Wiener space, the space of real-valued continuous functions on the interval [0, t], and define a random vector Zn: C[0, t] → Rn+1 by Zn(x)=(x(0)+a(0),∫ot1h(s)dx(s)+x(0)+a(t1),..,∫0tnh(s)dx(s)+x(0)+a(tn)), where a ∈ C[0, t], h ∈ L2[0, t], and 0 < t1 <.. < tn ≤ t is a partition of [0, t]. Using simple formulas for generalized conditional Wiener integrals, given Zn we will evaluate the generalized analytic conditional Wiener and Feynman integrals of the functions F in a Banach algebra which corresponds to Cameron-Storvick’s Banach algebra S. Finally, we express the generalized analytic conditional Feynman integral of F as a limit of the non-conditional generalized Wiener integral of a polygonal function using a change of scale transformation for which a normal density is the kernel. This result extends the existing change of scale formulas on the classical Wiener space, abstract Wiener space and the analogue of the Wiener space C[0, t].
KW - analogue of Wiener space
KW - analytic conditional Feynman integral
KW - change of scale formula
KW - conditional Wiener integral
KW - Wiener integral
UR - https://www.scopus.com/pages/publications/85028354830
U2 - 10.21136/CMJ.2017.0248-15
DO - 10.21136/CMJ.2017.0248-15
M3 - Article
AN - SCOPUS:85028354830
SN - 0011-4642
VL - 67
SP - 609
EP - 628
JO - Czechoslovak Mathematical Journal
JF - Czechoslovak Mathematical Journal
IS - 3
ER -