Analytic Feynman integral and a change of scale formula for Wiener integrals of an unbounded cylinder function (Q2222901)

Summary: We investigate the behavior of the unbounded cylinder function \(F( x)= (\int_0^T \alpha_1 (t) \text{d} x (t))^{2 k} \cdot (\int_0^T \alpha_2 (t) \text{d} x (t))^{2 k} \cdot\cdots\cdot (\int_0^T \alpha_n (t) \text{d} x (t))^{2 k}, k=1,2,\dots\) whose analytic Wiener integral and analytic Feynman integral exist, we prove some relationships among the analytic Wiener integral, the analytic Feynman integral, and the Wiener integral, and we prove a change of scale formula for the Wiener integral about the unbounded function on the Wiener space \(C_0 [0,T]\).