Communications of the
Korean Mathematical Society CKMS

ISSN(Print) 1225-1763 ISSN(Online) 2234-3024
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Commun. Korean Math. Soc. 2006; 21(1): 75-88

Printed March 1, 2006

Copyright © The Korean Mathematical Society.

Change of scale formulas for Wiener integral over paths in abstract Wiener space

Byoung Soo Kim, Tae Soo Kim

Seoul National University of Technology, Seoul National University of Technology

Abstract

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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

MSC numbers: 28C20

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