Communications of the
Korean Mathematical Society CKMS

Cameron and Storvick discovered change of scale formulas for Wiener integrals of bounded functions in a Banach algebra $S$ of analytic Feynman integrable functions on classical Wiener space. Yoo and Skoug extended these results to abstract Wiener space for a generalized Fresnel class $\mathcal F_{A_1,A_2}$ containing the Fresnel class $\mathcal F(B)$ which corresponds to the Banach algebra $S$ on classical Wiener space. In this paper, we present a change of scale formula for Wiener integrals of various functions on $B^2$ which need not be bounded or continuous.

Keywords: Wiener integral, Feynman integral, change of scale formula, Fresnel class

MSC numbers: 28C20