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

Title & Authors
A CHANGE OF SCALE FORMULA FOR WIENER INTEGRALS OF UNBOUNDED FUNCTIONS II
Yoo, Il; Song, Teuk-Seob; Kim, Byoung-Soo;

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 $\small{F_{A1,A2}}$ 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 $\small{B^2}$ which need not be bounded or continuous.
Keywords
Wiener integral;Feynman integral;change of scale formula;Fresnel class;
Language
English
Cited by
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2.
RELATIONSHIP BETWEEN THE WIENER INTEGRAL AND THE ANALYTIC FEYNMAN INTEGRAL OF CYLINDER FUNCTION,;

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3.
CHANGE OF SCALE FORMULAS FOR FUNCTION SPACE INTEGRALS RELATED WITH FOURIER-FEYNMAN TRANSFORM AND CONVOLUTION ON Ca,b[0, T],;;;

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Fourier-Feynman transforms of unbounded functionals on abstract Wiener space, Central European Journal of Mathematics, 2010, 8, 3, 616
2.
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3.
CHANGE OF SCALE FORMULAS FOR FUNCTION SPACE INTEGRALS RELATED WITH FOURIER-FEYNMAN TRANSFORM AND CONVOLUTION ON Ca,b[0, T], Korean Journal of Mathematics, 2015, 23, 1, 47
4.
RELATIONSHIP BETWEEN THE WIENER INTEGRAL AND THE ANALYTIC FEYNMAN INTEGRAL OF CYLINDER FUNCTION, Journal of the Chungcheong Mathematical Society , 2014, 27, 2, 249
5.
GENERALIZED ANALYTIC FEYNMAN INTEGRAL VIA FUNCTION SPACE INTEGRAL OF BOUNDED CYLINDER FUNCTIONALS, Bulletin of the Korean Mathematical Society, 2011, 48, 3, 475
6.
Integration by parts formulas for analytic Feynman integrals of unbounded functionals, Integral Transforms and Special Functions, 2009, 20, 1, 45
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