A change of scale formula for Wiener integrals of cylinder functions on abstract Wiener space
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.
scientific article; zbMATH DE number 1127742