A change of scale formula for Wiener integrals of cylinder functions on abstract Wiener space
type: Item
instance of: scholarly article
title: A change of scale formula for Wiener integrals of cylinder functions on abstract Wiener space
zbMATH Open document ID: 0891.28010
DOI: 10.1155/S0161171298000088
author: Young-Sik Kim
published in: International Journal of Mathematics and Mathematical Sciences
publication date: 1998-03-11T00:00:00Z
full work available at URL: https://eudml.org/doc/47895
review text: 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.
Mathematics Subject Classification ID: 28C20
zbMATH DE Number: 1127742
zbMATH Keywords: Wiener measure
zbMATH Keywords: analytic Wiener integral
zbMATH Keywords: analytic Feynman integral
zbMATH Keywords: cylinder functions
zbMATH Keywords: change of scale formula
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1127742