A CHANGE OF SCALE FORMULA FOR GENERALIZED WIENER INTEGRALS

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Published: Aug 15, 2011
DOI: https://doi.org/10.14403/jcms.2011.24.3.517
Keywords:
change of scale formula, Wiener integral, generalized Wiener integral, generalized Feynman integral
Mathematics Subject Classification (2020):
Primary 28C20

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Byoung Soo Kim
School of Liberal Arts, Seoul National University of Science and Technology
Teuk Seob Song
Department of Computer Engineering, Mokwon University
Il Yoo
Department of Mathematics, Yonsei University

Abstract





Cameron and Storvick introduced change of scale formulas for Wiener integrals of bounded functions in the Banach algebra S of analytic Feynman integrable functions on classical Wiener space. Yoo and Skoug extended this result to an abstract Wiener space. Also Yoo, Song, Kim and Chang established a change of scale formula for Wiener integrals of functions on abstract Wiener space which need not be bounded or continuous. In this paper, we investigate a change of scale formula for generalized Wiener integrals of various functions on classical Wiener space.





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Article Details

Issue
Vol. 24 No. 3 (2011)
Section
Articles