A change of scale formula for a function space integral on Ca,b[0, T]

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Abstract

Cameron and Storvick discovered change of scale formulas for Wiener integrals of functionals in a Banach algebra S on classical Wiener space. Yoo and Skoug extended these results for functionals in the Fresnel class F(B) and in a generalized Fresnel class FA1,A2 on abstract Wiener space. We establish a relationship between a function space integral and a generalized analytic Feynman integral on Ca,b[0, T] for functionals in a Banach algebra S(L2 a,b[0, T]). Moreover, we obtain a change of scale formula for a function space integral on Ca,b[0, T] of these functionals.

Original languageEnglish
Pages (from-to)2729-2739
Number of pages11
JournalProceedings of the American Mathematical Society
Volume141
Issue number8
DOIs
StatePublished - Aug 2013

Keywords

  • Change of scale formula
  • Function space integral
  • Generalized analytic Feynman integral

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