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http://dx.doi.org/10.4134/CKMS.2006.21.1.075

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)
Publication Information
Communications of the Korean Mathematical Society / v.21, no.1, 2006 , pp. 75-88 More about this Journal
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.
Keywords
Wiener integral; Feynman integral; change of scale formula for Wiener integral;
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