Communications of the Korean Mathematical Society (대한수학회논문집)

Korean Mathematical Society (대한수학회)
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CHANGE OF SCALE FORMULAS FOR WIENER INTEGRAL OVER PATHS IN ABSTRACT WIENER SPACE

  • Kim, Byoung-Soo (School of Liberal Arts Seoul National University of Technology) ;
  • Kim, Tae-Soo (School of Liberal Arts Seoul National University of Technology)
  • Published : 2006.01.01
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Abstract

Wiener measure and Wiener measurability behave badly under the change of scale transformation. We express the analytic Feynman integral over $C_0(B)$ as a limit of Wiener integrals over $C_0(B)$ and establish change of scale formulas for Wiener integrals over $C_0(B)$ for some functionals.

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References

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