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A change of scale formula for Wiener integrals about the first variation on the product abstract Wiener space

Title
A change of scale formula for Wiener integrals about the first variation on the product abstract Wiener space
Author
김영식
Keywords
Abstract Wiener space; Fourier–Feynman transform; Change of scale formula
Issue Date
2020-12
Publisher
MDPI AG
Citation
Symmetry, v. 13, no. 1, page. 1-9
Abstract
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. © 2020 by the authors. Licensee MDPI, Basel, Switzerland.
URI
https://www.mdpi.com/2073-8994/13/1/12https://repository.hanyang.ac.kr/handle/20.500.11754/160257
ISSN
2073-8994
DOI
10.3390/sym13010012
Appears in Collections:
COLLEGE OF NATURAL SCIENCES[S](자연과학대학) > MATHEMATICS(수학과) > Articles
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