2011•Journal of the Chungcheong Mathematical SocietyRequires access

A CHANGE OF SCALE FORMULA FOR ENERALIZED WIENER INTEGRALS

Byoung Soo Kim, Teuk Seob Song, Il Yoo

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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Key concepts: Classical Wiener space, Integral representation theorem for classical Wiener space, Mathematics, Bounded function, Feynman integral, Scale (ratio), Banach space, Space (punctuation)