Symmetry (Dec 2020)

A Change of Scale Formula for Wiener Integrals about the First Variation on the Product Abstract Wiener Space

  • Young Sik Kim

DOI
https://doi.org/10.3390/sym13010012
Journal volume & issue
Vol. 13, no. 1
p. 12

Abstract

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We shall prove the existence of the Wiener integral and the analytic Wiener and Feynman integral and we obtain those relationships and later, we prove the change of scale formula for the Wiener integral about the first variation of a function defined on the product abstract Wiener space. Later, we obtain those relationships in the Fresnel class as it’s corollaries.

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