Change of scale formulas for Wiener integral over paths in abstract Wiener space
Commun. Korean Math. Soc. 2006 Vol. 21, No. 1, 75-88 Printed March 1, 2006
Byoung Soo Kim, Tae Soo Kim Seoul National University of Technology, Seoul National University of Technology
Abstract : Wiener measure and Wiener measurability behave bad-ly under the change of scale transformation. We express the analytic Feynman integral over $C_0(B)$ as a limit of Wiener integrals over $C_0(B)$ and establish change of scale formulas for Wiener integrals over $C_0(B)$ for some functionals.
Keywords : Wiener integral, Feynman integral, change of scale formula for Wiener integral