activity
20172021
collaborators

6 papers

math.PR2021

Cameron-Storvick theorem associated with Gaussian paths on function space

Jae Gil Choi

The purpose of this paper is to provide a more general Cameron-Storvick theorem for the generalized analytic Feynman integral associated with Gaussian process on a v…

math.FA2020

A Cameron-Storvick type theorem on with applications

Jae Gil Choi, David Skoug

The purpose of this paper is to establish a very general Cameron-Storvick theorem involving the generalized analytic Feynman integral of functionals on the product function space $…

math.FA2019

Generalized Fourier--Feynman transforms and generalized convolution products on Wiener space II

Sang Kil Shim, Jae Gil Choi

The purpose of this article is to present the second type fundamental relationship between the generalized Fourier--Feynman transform and the generalized convolution product on Wie…

math.FA2019

A space of generalized Brownian motion path-valued continuous functions with application

Seung Jun Chang, Jae Gil Choi

In this paper, we introduce the paths space which is consists of generalized Brownian motion path-valued continuous functions on . We next pres…

math.FA2019

Parts formulas involving the Fourier-Feynman transform associated with Gaussian process on Wiener space

Seung Jun Chand, Jae Gil Choi

In this paper, using a very general Cameron--Storvick theorem on the Wiener space , we establish various integration by parts formulas involving generalized analytic Feyn…

math.PR2017

Wiener integrals with respect to Yeh processes

Jae Gil Choi

We define Wiener integrals with respect to Yeh processes and study their properties. In particular, we obtain the martingale property of the associated stochastic processes and giv…