A change of scale formula for Wiener integrals of cylinder functions on abstract Wiener space

Young Sik Kim

International Journal of Mathematics and Mathematical Sciences, 1998, vol. 21, 1-6

Abstract:

The purpose of this paper is to establish the existence of analytic Wiener and Feynman integrals for a class of certain cylinder functions which is of the form: F ( x ) = f ( ( h 1 , x ) ∼ , ⋯ , ( h n , x ) ∼ ) , x ∈ B , on the abstract Wiener space, and to establish the relationship between the Wiener integral and the analytic Feynman integral for such cylinder functions on the abstract Wiener space. We then establish a change of scale formula for Wiener integrals of such cylinder functions on the abstract Wiener space.

Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:132848

DOI: 10.1155/S0161171298000088

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