Journal of the Chungcheong Mathematical Society (충청수학회지)

The Chungcheong Mathematical Society (충청수학회)
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RELATIONSHIP BETWEEN THE WIENER INTEGRAL AND THE ANALYTIC FEYNMAN INTEGRAL OF CYLINDER FUNCTION

  • Kim, Byoung Soo (School of Liberal Arts Seoul National University of Science and Technology)
  • Received : 2014.02.04
  • Accepted : 2014.04.07
  • Published : 2014.05.15
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Abstract

Cameron and Storvick discovered a change of scale formula for Wiener integral of functionals in a Banach algebra $\mathcal{S}$ on classical Wiener space. We express the analytic Feynman integral of cylinder function as a limit of Wiener integrals. Moreover we obtain the same change of scale formula as Cameron and Storvick's result for Wiener integral of cylinder function. Our result cover a restricted version of the change of scale formula by Kim.

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References

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