A change of scale formula for Wiener integrals of cylinder functions on abstract Wiener space (Q1380953)
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English | A change of scale formula for Wiener integrals of cylinder functions on abstract Wiener space |
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A change of scale formula for Wiener integrals of cylinder functions on abstract Wiener space (English)
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11 March 1998
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Summary: The purpose of this paper is to establish the existence of analytic Wiener and Feynman integrals for a class of certain cylinder functions of the form: \[ F(x)= f((h_1,x)^\sim,\dots,(h_n,x)^\sim),\quad x\in B, \] 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.
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Wiener measure
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analytic Wiener integral
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analytic Feynman integral
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cylinder functions
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change of scale formula
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