Abstract
Cameron and Storvick introduced change of scale formulas for Wiener integrals of bounded functions in the Banach algebra 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 integrals of various functions on classical Wiener space.
| Original language | English |
|---|---|
| Pages (from-to) | 517-528 |
| Number of pages | 12 |
| Journal | 충청수학회지 |
| Volume | 24 |
| Issue number | 3 |
| State | Published - Sep 2011 |