A change of scale formula for Wiener integrals of unbounded functions

DOI10.1216/rmjm/1181069911zbMath1048.28010OpenAlexW1978525356MaRDI QIDQ1880988

T. S. Song, Byoung Soo Kim, Kun Soo Chang, Il Yoo

Publication date: 27 September 2004

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1216/rmjm/1181069911

zbMATH Keywords

Fresnel classanalytic Feynman integralabstract Wiener spacechange of scale formula for Wiener integrals

Mathematics Subject Classification ID

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

Related Items

Analogues of conditional Wiener integrals and their change of scale transformations on a function space ⋮ Integral transforms on a function space with change of scales using multivariate normal distributions ⋮ Note on generalized Wiener integrals ⋮ Fourier-Feynman transforms of unbounded functionals on abstract Wiener space ⋮ Change of scale formulas for Wiener integrals related to Fourier-Feynman transform and convolution ⋮ Integration by parts formulas for analytic Feynman integrals of unbounded functionals ⋮ CHANGE OF SCALE FORMULAS FOR FUNCTION SPACE INTEGRALS RELATED WITH FOURIER-FEYNMAN TRANSFORM AND CONVOLUTION ON C_a,b[0, T] ⋮ Conditional Fourier-Feynman transforms with drift on a function space ⋮ A change of scale formula for a function space integral on $C_{a,b}[0,T$]

Cites Work

• Analytic and sequential Feynman integrals on abstract Wiener and Hilbert spaces, and a Cameron-Martin formula
• Scale-invariant measurability in abstract Wiener spaces
• Gaussian measures in Banach spaces
• Scale-invariant measurability in Wiener space
• Notes on analytic Feynman integrable functionals
• A change of scale formula for Wiener integrals on abstract Wiener spaces
• The translation pathology of Wiener space
• Functions in the Fresnel Class
• The behavior of measure and measurability under change of scale in Wiener space
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