A change of scale formula for Wiener integrals of cylinder functions on abstract Wiener space (Q1380953)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A change of scale formula for Wiener integrals of cylinder functions on abstract Wiener space |
scientific article; zbMATH DE number 1127742
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A change of scale formula for Wiener integrals of cylinder functions on abstract Wiener space |
scientific article; zbMATH DE number 1127742 |
Statements
A change of scale formula for Wiener integrals of cylinder functions on abstract Wiener space (English)
0 references
11 March 1998
0 references
Summary: The purpose of this paper is to establish the existence of analytic Wiener and Feynman integrals for a class of certain cylinder functions of the form: \[ F(x)= f((h_1,x)^\sim,\dots,(h_n,x)^\sim),\quad x\in B, \] on the abstract Wiener space, and to establish the relationship between the Wiener integral and the analytic Feynman integral for such cylinder functions on the abstract Wiener space. We then establish a change of scale formula for Wiener integrals of such cylinder functions on the abstract Wiener space.
0 references
Wiener measure
0 references
analytic Wiener integral
0 references
analytic Feynman integral
0 references
cylinder functions
0 references
change of scale formula
0 references
0.98940164
0 references
0.96014225
0 references
0 references
0.9272974
0 references
0.9227679
0 references
0.92199767
0 references