A CHANGE OF SCALE FORMULA FOR GENERALIZED WIENER INTEGRALS

• 발행기관: 충청수학회
• 저자명: Byoung Soo Kim Teuk Seob Song Il Yoo
• 간행물 정보: 『Journal of the Chungcheong Mathematical Society』Volume 24, No. 3, 518~528쪽, 전체 11쪽
• 주제분류: 자연과학 > 자연과학일반
• 파일형태: PDF
• 발행일자: 2011.08.30

영문 초록

Cameron and Storvick introduced change of scale for-mulas for Wiener integrals of bounded functions in the Banach alge-bra 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 inte- grals of various functions on classical Wiener space.

목차

1. Introduction

2. De¯nitions and preliminaries

3. A change of scale formula for functionals in S

4. A change of scale formula for unbounded functions