A CHANGE OF SCALE FORMULA FOR GENERALIZED WIENER INTEGRALS II

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Byoung Soo Kim
Teuk Seob Song
Il Yoo

Abstract





Cameron and Storvick discovered change of scale formulas for Wiener integrals on classical Wiener space. Yoo and Skoug extended this result to an abstract Wiener space. In this paper, we investigate a change of scale formula for generalized Wiener integrals of various functions using the generalized Fourier-Feynman transform.





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