A change of scale formula for wiener integrals of unbounded functions

I. Yoo; T. S. Song; B. S. Kim; K. S. Chang

doi:10.1216/rmjm/1181069911

A change of scale formula for wiener integrals of unbounded functions

I. Yoo
, T. S. Song
, B. S. Kim
, K. S. Chang

School of Natural Sciences

Research output: Contribution to journal › Article › peer-review

15 Scopus citations

Abstract

Cameron and Storvick discovered change of scale formulas for Wiener integrals of bounded functions in a Banach algebra S on classical Wiener space. Yoo and Skoug extended these results to abstract Wiener space for a more generalized Fresnel class F_{A₁, A₂} than the Fresnel class 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 functions on abstract Wiener space which need not be bounded or continuous.

Original language	English
Pages (from-to)	371-389
Number of pages	19
Journal	Rocky Mountain Journal of Mathematics
Volume	34
Issue number	1
DOIs	https://doi.org/10.1216/rmjm/1181069911
State	Published - 2004

Keywords

Abstract Wiener space
Analytic Feynman integral
Change of scale formula for Wiener integrals
Fresnel class

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abstract = "Cameron and Storvick discovered change of scale formulas for Wiener integrals of bounded functions in a Banach algebra S on classical Wiener space. Yoo and Skoug extended these results to abstract Wiener space for a more generalized Fresnel class FA1, A2 than the Fresnel class 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 functions on abstract Wiener space which need not be bounded or continuous.",

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AU - Song, T. S.

AU - Kim, B. S.

AU - Chang, K. S.

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Y1 - 2004

N2 - Cameron and Storvick discovered change of scale formulas for Wiener integrals of bounded functions in a Banach algebra S on classical Wiener space. Yoo and Skoug extended these results to abstract Wiener space for a more generalized Fresnel class FA1, A2 than the Fresnel class 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 functions on abstract Wiener space which need not be bounded or continuous.

AB - Cameron and Storvick discovered change of scale formulas for Wiener integrals of bounded functions in a Banach algebra S on classical Wiener space. Yoo and Skoug extended these results to abstract Wiener space for a more generalized Fresnel class FA1, A2 than the Fresnel class 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 functions on abstract Wiener space which need not be bounded or continuous.

KW - Abstract Wiener space

KW - Analytic Feynman integral

KW - Change of scale formula for Wiener integrals

KW - Fresnel class

UR - https://www.scopus.com/pages/publications/2942672855

U2 - 10.1216/rmjm/1181069911

DO - 10.1216/rmjm/1181069911

M3 - Article

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SP - 371

EP - 389

JO - Rocky Mountain Journal of Mathematics

JF - Rocky Mountain Journal of Mathematics

IS - 1

ER -

A change of scale formula for wiener integrals of unbounded functions

Abstract

Keywords

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