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A CHANGE OF SCALE FORMULA FOR WIENER INTEGRALS OF UNBOUNDED FUNCTIONS II

  • Yoo, Il (Department of Mathematics Yonsei University) ;
  • Song, Teuk-Seob (Department of Mathematics Yonsei University) ;
  • Kim, Byoung-Soo (School of Liberal Arts Seoul National University of Technology)
  • Published : 2006.01.01
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Abstract

Cameron and Storvick discovered change of scale formulas for Wiener integrals of bounded functions in a Banach algebra S of analytic Feynman integrable functions on classical Wiener space. Yoo and Skoug extended these results to abstract Wiener space for a generalized Fresnel class $F_{A1,A2}$ containing 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 various functions on $B^2$ which need not be bounded or continuous.

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References

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