Change of scale formulas for wiener integrals related to Fourier-Feynman transform and convolution

Bong Jin Kim, Byoung Soo Kim, Il Yoo

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

Cameron and Storvick discovered change of scale formulas for Wiener integrals of functionals in 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 express Fourier-Feynman transform and convolution product of functionals in S as limits of Wiener integrals. Moreover we obtain change of scale formulas for Wiener integrals related to Fourier-Feynman transform and convolution product of these functionals.

Original languageEnglish
Article number657934
JournalJournal of Function Spaces
Volume2014
DOIs
StatePublished - 2014

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