Journal of the Chungcheong Mathematical Society (충청수학회지)

The Chungcheong Mathematical Society (충청수학회)
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A CHANGE OF SCALE FORMULA FOR ENERALIZED WIENER INTEGRALS

  • Kim, Byoung Soo (School of Liberal Arts Seoul National University of Science and Technology) ;
  • Song, Teuk Seob (Department of Computer Engineering Mokwon University) ;
  • Yoo, Il (Department of Mathematics Yonsei University)
  • Received : 2011.06.01
  • Accepted : 2011.08.13
  • Published : 2011.09.30
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Abstract

Cameron and Storvick introduced change of scale formulas for Wiener integrals of bounded functions in the Banach algebra $\mathcal{S}$ of analytic Feynman integrable functions on classical Wiener space. Yoo and Skoug extended this result to an abstract Wiener space. Also Yoo, Song, Kim and Chang established a change of scale formula for Wiener integrals of functions on abstract Wiener space which need not be bounded or continuous. In this paper, we investigate a change of scale formula for generalized Wiener integrals of various functions on classical Wiener space.

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References

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