A change of scale formula for a function space integral on $C_{a,b}[0,T]$

DOI10.1090/S0002-9939-2013-11598-4zbMath1277.28020OpenAlexW1497987299MaRDI QIDQ2839357

Il Yoo, Bong Jin Kim, Byoung Soo Kim

Publication date: 5 July 2013

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-2013-11598-4

zbMATH Keywords

change of scale formulafunction space integralgeneralized analytic Feynman integral

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (5)

A Banach algebra similar to Cameron-Storvick's one with its equivalent spaces ⋮ Measurable functions similar to the itô integral and the Paley-Wiener-Zygmund integral over continuous paths ⋮ Generalized analytic Fourier-Feynman transform of functionals in a Banach algebra \(\mathcal F^{a,b}_{A_{1},A_{2}}\) ⋮ Change of scale formulas for Wiener integrals related to Fourier-Feynman transform and convolution ⋮ CHANGE OF SCALE FORMULAS FOR FUNCTION SPACE INTEGRALS RELATED WITH FOURIER-FEYNMAN TRANSFORM AND CONVOLUTION ON C_a,b[0, T]

Cites Work

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• The translation pathology of Wiener space
• A CHANGE OF SCALE FORMULA FOR WIENER INTEGRALS OF UNBOUNDED FUNCTIONS II
• A FUBINI THEOREM FOR GENERALIZED ANALYTIC FEYNMAN INTEGRALS AND FOURIER-FEYNMAN TRANSFORMS ON FUNCTION SPACE
• Generalized Fourier-Feynman transforms and a first variation on function space
• Parts formulas involving conditional generalized Feynman integrals and conditional generalized Fourier–Feynman transforms on function space
• Integration by parts formulas involving generalized Fourier-Feynman transforms on function space
• The behavior of measure and measurability under change of scale in Wiener space

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