Note on generalized Wiener integrals (Q2636908): Difference between revisions

The authors summarize the contents of this paper in the introduction of the paper as follows: We establish a change of path formula for generalized \(\mathcal Z_h\)-Wiener integrals. This formula can be used to explain the relationship between the ordinary Wiener integral and the generalized \(\mathcal Z_h\)-Wiener integral. We also develop a rotation theorem for Wiener measure with respect to Gaussian paths.