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A change of scale formula for Wiener integrals of cylinder functions on the abstract Wiener space II

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  • Young Sik Kim

Abstract

We show that for certain bounded cylinder functions of the form F ( x ) = μ ˆ ( ( h 1 , x ) ∼ , ... , ( h n , x ) ∼ ) , x ∈ B where μ ˆ : ℝ n → ℂ is the Fourier-transform of the complex-valued Borel measure μ on ℬ ( ℝ n ) , the Borel σ -algebra of ℝ n with ‖ μ ‖ < ∞ , the analytic Feynman integral of F exists, although the analytic Feynman integral, lim z → − i q I a w ( F ; z ) = lim z → − i q ( z / 2 π ) n / 2 ∫ ℝ n f ( u → ) exp { − ( z / 2 ) | u → | 2 } d u → , do not always exist for bounded cylinder functions F ( x ) = f ( ( h 1 , x ) ∼ , ... , ( h n , x ) ∼ ) , x ∈ B . We prove a change of scale formula for Wiener integrals of F on the abstract Wiener space.

Suggested Citation

  • Young Sik Kim, 2001. "A change of scale formula for Wiener integrals of cylinder functions on the abstract Wiener space II," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 25, pages 1-7, January.
  • Handle: RePEc:hin:jijmms:804515
    DOI: 10.1155/S0161171201004537
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