Research Article | Open Access
Jae Gil Choi, Hyun Soo Chung, Seung Jun Chang, "Sequential Generalized Transforms on Function Space", Abstract and Applied Analysis, vol. 2013, Article ID 565832, 12 pages, 2013. https://doi.org/10.1155/2013/565832
Sequential Generalized Transforms on Function Space
We define two sequential transforms on a function space induced by generalized Brownian motion process. We then establish the existence of the sequential transforms for functionals in a Banach algebra of functionals on . We also establish that any one of these transforms acts like an inverse transform of the other transform. Finally, we give some remarks about certain relations between our sequential transforms and other well-known transforms on .
1. Introduction and Preliminaries
Let denote one-parameter Wiener space; that is, the space of all real-valued continuous functions on with . The study of the Fourier-Wiener transform of functionals on was initiated by Cameron and Martin [1–3]. This transform and its properties are similar in many respects to the ordinary Fourier function transform. Since then, many transforms which were somewhat analogous to the Fourier-Wiener transform have been defined and developed in the literature. There are two well-known transforms on . One of them is the analytic Fourier-Feynman transform [4–6] and the other is the integral transform [7–10]. Each of the transforms on Wiener space has an inverse transform. For an elementary survey, see .
In [12–16], the authors studied the generalized analytic Fourier-Feynman transform and the generalized integral transform for functionals defined on a more general function space . The function space , induced by generalized Brownian motion process, was introduced by Yeh [17, 18] and was used extensively by Chang and Chung . The Wiener process used in [1–10] is stationary in time and is free of drift, while the stochastic process used in this paper, as well as in [12–17, 19], is nonstationary in time and is subject to a drift . In case and on , the general function space reduces to the Wiener space and so most of the results in [4–6, 9] follow immediately from the results in [12, 13, 15, 16].
However, the existence of an inverse transform of each of the two generalized transforms on has not yet been established. It is a critical point that the generalized transforms on are essentially different from the transforms on Wiener space . The main purpose of this paper is to define a transform on which has an inverse transform.
In this paper, we define two sequential transforms on the function space . To do this, we investigate a representation for sample paths of the generalized Brownian motion process and introduce the concept of the -s-continuity for functionals on . We then proceed to establish the existence of the sequential transforms for functionals in a Banach algebra of functionals on . Next, we establish that any one of these transforms acts like an inverse transform of the other transform. Finally, we examine certain aspects of the generalized analytic Fourier-Feynman transform, the generalized integral transform, and the sequential transforms.
Let be an absolutely continuous real-valued function on with , , and let be a strictly increasing, continuously differentiable real-valued function with and for each . The generalized Brownian motion process determined by and is a Gaussian process with mean function and covariance function . For more details, see [12, 13]. By Theorem 14.2 in , the probability measure induced by , taking a separable version, is supported by (which is equivalent to the Banach space of continuous functions on with under the sup norm). Hence, is the function space induced by where is the Borel -algebra of . We then complete this function space to obtain , where is the set of all Wiener measurable subsets of .
A subset of is said to be scale-invariant measurable provided is -measurable for all , and a scale-invariant measurable set is said to be a scale-invariant null set provided for all . A property that holds except on a scale-invariant null set is said to hold scale-invariant almost everywhere (s-a.e.). A functional is said to be scale-invariant measurable provided is defined on a scale-invariant measurable set, and is -measurable for every . If two functionals and defined on are equal s-a.e., we write .
Let be the space of functions on which are Lebesgue measurable and square integrable with respect to the Lebesgue-Stieltjes measures on induced by and ; that is, where is the total variation function of . Then, is a separable Hilbert space with inner product defined by Note that if and only if a.e. on . Also note that all functions of bounded variation on are elements of . If and , then . In fact, because the norms and are equivalent.
Let For , with for , let be defined by the formula Then with inner product is a separable Hilbert space.
Note that the two separable Hilbert spaces and are homeomorphic under the linear operator given by (5). The inverse operator of is given by
Recall that above, as well as in papers [12–16], we require that is an absolutely continuous function with and with . Our conditions on imply that for some positive real numbers and , and is continuous on . Hence, we have But we cannot ensure that under current conditions. Note that the function , , does not satisfy condition (9) even though its derivative is an element of .
In this paper, we add the requirement (9). Then we obtain the following lemma.
Lemma 1. The function satisfies the requirement (9) if and only if is an element of .
Under the requirement (9), we observe that for each , where for .
The following integration formula is used several times in this paper: for complex numbers and with .
2. A Representation for Paths in
In this section, we investigate a representation for paths in . To do this, we first define a Paley-Wiener-Zygmund (PWZ) type stochastic integral.
Let be a complete orthonormal set of functions in the separable Hilbert space , such that for each , is of bounded variation on . Then, for each with , we can write on .
For each , the PWZ type stochastic integral is defined by the formula for all for which the limit exists.
The following are some basic properties of the PWZ type stochastic integral. They are nontrivial, but straightforward to prove.(1)For each , the PWZ type stochastic integral exists for -a.e. .(2)The PWZ type stochastic integral is essentially independent of the choice of the complete orthonormal set in .(3)It follows from the definition of the PWZ type stochastic integral and from Parseval’s equality that if and , then exists and we have .(4)If is of bounded variation on , then the PWZ type stochastic integral equals the Riemann-Stieltjes integral for -a.e. .(5)The PWZ type stochastic integral has the expected linearity properties. That is, for any real number , and , we have Thus, the assertions (1) and (4) hold for s-a.e. .(6)For each , is a Gaussian random variable with mean and variance . For all , we have
Now, we are ready to examine a representation for paths in . Throughout the rest of this paper, we will use the symbol for a complete orthonormal set in , such that for each , is of bounded variation on . Then, for each , is a Gaussian random variable with mean and variance We note that the set forms a set of independent Gaussian random variables on .
Let be as above, and let . For each , define Then, is an element of for all and all .
For each , let . Then, we observe that for each , By the property of the PWZ type stochastic integral, the last expression of (20) converges for -a.e. .
Remark 2. By the definition of the PWZ type stochastic integral, the last expression of (20) is independent of the choice of the complete orthonormal set in . If we choose the complete orthonormal sine sequence in , where
for , then the corresponding converges to uniformly in with probability one. For more details, see  and the references therein.
We now state a fundamental integration formula on the function space . Let and be as above, let be Lebesgue measurable, and let . Then in the sense that if either side of (23) exists, both sides exist and equality holds.
Let be a functional on and let be a complete orthonormal set in . Then, we say that is -continuous at if where is given by (19).
Example 4. Given , let be given by . Since for every , by the definition of PWZ type stochastic integral, we obtain that for s-a.e. and all .
Proposition 5. Let be -integrable. Assume that is -continuous for -a.e. . Then where is given by (19).
Proof. For each , let . Then is -integrable. By our assumption, we observe that for -a.e. . Thus, by the dominated convergence theorem, it follows that as desired.
3. Sequential Function Space Integrals
In , Cameron and Storvick defined the “sequential” Feynman integral by means of finite dimensional approximations for functionals on Wiener space . The sequential definition for the Feynman integral was intended to interpret the Feynman’s uniform measure  on path space , because there is no countably additive measure which weights all paths in equally in much the same way as Lebesgue measure weights all points in equally. Thus, the Cameron and Storvick’s sequential Feynman integral is a rigorous mathematical formulation of the Feynman’s path integral.
The Cameron and Storvick’s sequential Feynman integral is related by sequential Wiener integral ; that is, the integral is based on polygonal path approximations. In this section, we define different kinds of sequential function space integrals for functionals on the function space . In Section 4 below, we also adopt sequential approaches to define our function space transforms on . The sequential definition for the Feynman integral in  was defined as the limit of a sequence of finite dimensional Lebesgue integrals. Essentially, our sequential function space integrals and transforms are defined in terms of a sequence of complex measures on the function space .
Next, we introduce two sequential definitions for certain function space integrals on . Throughout the rest of this paper, let and denote the set of complex numbers with positive real part and nonzero complex numbers with nonnegative real part, respectively. Furthermore, for all , is always chosen to have nonnegative real part.
Let , , and be as in Section 2. For , and each , let and let
We are now ready to state the definition of the sequential function space integrals.
Definition 6. Let be a measurable functional on . Let be a real number and let be a sequence of complex numbers in such that . If the following limit exists, one calls it the sequential -function space integral of with parameter , and we write
We also define the sequential -function space integral of with parameter by the formula if it exists.
Let on and let Then, since is a scale invariant null set, we have . But by the definition of the sequential function space integrals, we see that
Given two complex-valued measurable functionals and on , we will write if and furthermore if for all . The relation is clearly an equivalence relation.
Definition 7. Let be a functional on . If is -continuous for s-a.e. and every , then one says that is -s-continuous.
The functionals discussed in Examples 3 and 4 above are -s-continuous. Next we introduce a class of functionals which are -s-continuous.
Let be the space of complex-valued, countably additive (and hence finite) Borel measures on . is a Banach algebra under the total variation norm and with convolution as multiplication.
Definition 8. The Fresnel type class is the space of functionals on expressible in the form
for s-a.e. and every , where the associated measure is an element of . More precisely, since we will identify functionals which coincide under the relation on , can be regarded as the space of all ≊-equivalence classes of functionals of the form (36).
The Fresnel type class is a Banach algebra with norm In fact, the correspondence is injective, carries convolution into pointwise multiplication, and is a Banach algebra isomorphism where and are related by (36).
Proposition 9. Let . Then is -s-continuous.
Proof. Let be given by (36), and for each , let be given by (19). Then substituting for , we have By Example 4, the exponential in (38) approaches the exponential in equation (36) as . Note that for each , the exponential in (38) is measurable in on . Thus, by the bounded convergence theorem, we observe for s-a.e and every , and the proposition is proved.
The functional defined by equation (34) above is not -s-continuous. Thus, .
Lemma 10. For each , let be given by (19) and let and be given by (29) and (30), respectively. Then for all , all , and each , the function space integrals exist and are given by (40) and (41) below, respectively.
For and , let Then, for each , and are unbounded functions of . Hence, and might not exist. From this observation, we clearly need to impose additional restrictions, such as (45) below, on the functionals in for the existence of the sequential and -function space integrals of .
Let be a positive real number. We define a subclass of by if and only if where and are related by (36).
The following example suggests the necessity of the condition (45) to ensure the existence of the sequential function space integrals of functionals in .
For each , let for . Consider a measure on which is concentrated on the set and for each . Then, is an element of and it follows that Using the same method, we can find an example for the functional in that the sequential integrals do not exist.
Given a positive real number , let Let be a real number with . Then, since we can see that and are elements of the domain .
Lemma 11. Let and be as in Section 2, and let be a positive real number. Let be a sequence in such that , where is a real number with . Then there exists a sufficiently large such that for all ,
Proof. Let be a sequence in such that , and let be given by (47). Then, we observe that for each ,
Since , there exists a sufficiently large such that for every , and
Also, there exists a positive real number such that .
Let and be as in Section 2 above. Using Parseval’s identity, we observe for . Also, using the Cauchy-Schwartz inequality, we have Thus, there exists a sufficiently large such that for every ,
Using these facts, we obtain the inequality (49) and (50).
Proposition 12. Let be a positive real number and let be given by (36). Then for all real with , the sequential -function space integral exists and is given by the formula where is given by (43) above.
Proof. Let be given by (36). First note that the equality in (36) holds for all . Let be a real number with , and let be a sequence in which converges to . Using (36), (19), (29), and the Fubini theorem, we obtain that for each , But, by (40) and (49), we know that the right hand side of (57) is dominated by (45) for all but a finite number of values of . Next, using (57), (40) with replaced with , the dominated convergence theorem, Parseval’s relation, and (43), we obtain which concludes the proof of Proposition 12.
4. Sequential Function Space Transforms
In this section, we introduce two sequential transforms on the function space . We then establish that each of these transforms acts like an inverse transform of the other transform. Our definitions of the sequential transforms are based on the sequential function space integrals defined in Section 3 above.
Definition 14. Let be a nonzero real number. For , we define the sequential -function space transform of with parameter by the formula
if it exists. Also, we define the sequential -function space transform of with parameter by the formula
if it exists.
In Theorem 15 below, we establish the existence of the sequential -function space transform of functionals in .
Theorem 15. Let and be as in Proposition 12. Then for all real with , the sequential -function space transform of , exists and is an element of with associated measure defined by where is given by (43), is the Borel -algebra, and is the associated measure of by (36). Furthermore, one sees that for s-a.e. and all , with