A change of scale formula for Wiener integrals of unbounded functions. (English) Zbl 1048.28010
Summary: Cameron and Storvick discovered change of scale formulas for Wiener integrals of bounded functions in a Banach algebra \(S\) on the classical Wiener space. Yoo and Skoug extended these results to an abstract Wiener space for a more general Fresnel class \({\mathcal F}_{A_1,A_2}\) than the Fresnel class \({\mathcal F}(B)\) which corresponds to the Banach algebra \(S\) on the classical Wiener space. In this paper we present a change of scale formula for Wiener integrals of functions on an abstract Wiener space which need not be bounded or continuous.
MSC:
| 28C20 | Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) |
Keywords:
abstract Wiener space; analytic Feynman integral; Fresnel class; change of scale formula for Wiener integralsReferences:
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