1963Russian Mathematical SurveysRequires access

THE WIENER INTEGRAL

I. M. Koval'chik

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Abstract

CONTENTSIntroduction ??1. Definition of the Wiener integral ??2. Change of variables in Wiener integrals ??3. Differential equations and the Wiener integral ??4. The Wiener integral and integral equations ??5. The Fourier-Wiener transform ??6. The indefinite Wiener integral ??7. Approximate evaluation of continuous integrals ??8. The Feynman integralReferences

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CONTENTSIntroduction ??1. Definition of the Wiener integral ??2. Change of variables in Wiener integrals ??3. Differential equations and the Wiener integral ??4. The Wiener integral and integral equations ??5. The Fourier-Wiener transform ??6. The indefinite Wiener integral ??7. Approximate evaluation of continuous integrals ??8. The Feynman integralReferences

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CONTENTSIntroduction ??1. Definition of the Wiener integral ??2. Change of variables in Wiener integrals ??3. Differential equations and the Wiener integral ??4. The Wiener integral and integral equations ??5. The Fourier-Wiener transform ??6. The indefinite Wiener integral ??7. Approximate evaluation of continuous integrals ??8. The Feynman integralReferences

Key concepts: Integral representation theorem for classical Wiener space, Mathematics, Classical Wiener space, Feynman integral, Integral equation, Functional integration, Fourier integral operator, Stratonovich integral

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