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장주섭 한국수학사학회 1999 Journal for history of mathematics Vol.12 No.2
In this paper we first introduce the Wiener integral which is one of the function space integrals. And then we treat the conditional Wiener integral and explain the simple formula for the conditional Wiener integral with an example.
장주섭 한국수학사학회 2001 Journal for history of mathematics Vol.14 No.2
In this paper we introduce the Feynman integral which is one of the function space integrals. There are so many approaches to the Feynman integral. Here we treat tile analytic Feynman integral and the operator-valued Feynman integral.
장주섭 한국수학사학회 2000 Journal for history of mathematics Vol.13 No.2
In this paper we treat the Yeh-Wiener integral and the conditional Yeh-Wiener integral for vector-valued conditioning function which are examples of the function space integrals. Finally, we state the modified conditional Yeh-Wiener integral for vector-valued conditioning function.
장주섭 경원전문대학 1996 論文集 Vol.18 No.2
This paper reports an experimental study of the performance and noise characteristics in the cylinder pressure within an axial piston pump. The analysis technique used consists of the solution of the dynamical equation of motion in the piston control volume. Plots have been constructed showing the effect of pump angular rotation, discharge pressure, and entrapment angle upon instantaneous pressure, fluctuation of pressure and flow rate, torque for a axial piston pump.
A NOTE ON THE STOCHASTIC INTEGRAL OF L₂-FUNCTIONS WITH RESPECT TO GAUSSIAN PROCESSES
장주섭 연세대학교 대학원 1981 원우론집 Vol.- No.9
1975년 James Yeh는 Baxter process에 관한 연속 함수 f의 확률 적분 I(f)를 정의하고 이에 따른 제반 성질들을 얻었다. 본 논문에서는 연속 함수 f 대신에 유 한개의 점에서 불연속점을 갖는 증가 함수 f에 대한 확률 적분 I(f)를 새로이 정 의하고, 이 경우에도 Yeh가 얻은 성질들이 여전히 성립함을 보였고, 또한 정리 7이 Yeh가 가정한 조건보다도 약한 조건하에서 성립함을 보였다. In 1975 James Yeh defined the stochastic integral I(f) of f∈C(D), the collection of real valued continuous functions on D=[0,1], with respect to the Baxter processes which is one of the Gaussian processes and obtained the various kinds of results. In this paper, we define the stochastic integral I(f) of f∈M+(D), the collection of monotonic increasing functions which have finite discontinuity on D, instead of f∈C(D) and we can obtaine the same results.