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http://dx.doi.org/10.4134/CKMS.2006.21.1.117

A CHANGE OF SCALE FORMULA FOR WIENER INTEGRALS OF UNBOUNDED FUNCTIONS II  

Yoo, Il (Department of Mathematics Yonsei University)
Song, Teuk-Seob (Department of Mathematics Yonsei University)
Kim, Byoung-Soo (School of Liberal Arts Seoul National University of Technology)
Publication Information
Communications of the Korean Mathematical Society / v.21, no.1, 2006 , pp. 117-133 More about this Journal
Abstract
Cameron and Storvick discovered change of scale formulas for Wiener integrals of bounded functions in a Banach algebra S of analytic Feynman integrable functions on classical Wiener space. Yoo and Skoug extended these results to abstract Wiener space for a generalized Fresnel class $F_{A1,A2}$ containing the Fresnel class F(B) which corresponds to the Banach algebra S on classical Wiener space. In this paper, we present a change of scale formula for Wiener integrals of various functions on $B^2$ which need not be bounded or continuous.
Keywords
Wiener integral; Feynman integral; change of scale formula; Fresnel class;
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