A change of scale formula for Wiener integrals of cylinder functions on abstract Wiener space
The purpose of this paper is to establish the existence of analytic Wiener and Feynman integrals for a class of certain cylinder functions which is of the form: F(x)=f((h1,x)∼,⋯,(hn,x)∼), x∈B, on the abstract Wiener space, and to establish the relationship between the Wiener integral and the ana...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
1998-01-01
|
| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171298000088 |
| Summary: | The purpose of this paper is to establish the existence of analytic Wiener and
Feynman integrals for a class of certain cylinder functions which is of the form:
F(x)=f((h1,x)∼,⋯,(hn,x)∼), x∈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. |
|---|---|
| ISSN: | 0161-1712 1687-0425 |