CHANGE OF SCALE FORMULAS FOR WIENER INTEGRAL OVER PATHS IN ABSTRACT WIENER SPACE

DOI10.4134/CKMS.2006.21.1.075MaRDI QIDQ3628206zbMATH OpenOpenAlexFDO

Authors Byoung Soo Kim, Tae Soo Kim

Publication date 19 May 2009

Published in Communications of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4134/ckms.2006.21.1.075

zbMATH Keywords

change of scale formula for Wiener integralFeynman integralWiener integral

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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Cited in

(13)

• A change of scale formula for Wiener integrals of cylinder functions on abstract Wiener space
• Change of path formula for generalized Wiener integral with applications
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• A change of scale formula for Wiener integrals of unbounded functions over Wiener paths in abstract Wiener space
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