학술저널
A CHANGE OF SCALE FORMULA FOR GENERALIZED WIENER INTEGRALS
- 충청수학회
- Journal of the Chungcheong Mathematical Society
- Volume 24, No. 3
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2011.08518 - 528 (11 pages)
- 2
Cameron and Storvick introduced change of scale for-mulas for Wiener integrals of bounded functions in the Banach alge-bra S of analytic Feynman integrable functions on classical Wiener space. Yoo and Skoug extended this result to an abstract Wiener space. Also Yoo, Song, Kim and Chang established a change of scale formula for Wiener integrals of functions on abstract Wiener space which need not be bounded or continuous. In this paper, we investigate a change of scale formula for generalized Wiener inte- grals of various functions on classical Wiener space.
1. Introduction
2. De¯nitions and preliminaries
3. A change of scale formula for functionals in S
4. A change of scale formula for unbounded functions
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