Wiener space; Wiener integral; Feynman integral; Fourier–Stieltjes transform; first variation
Issue Date
2020-09
Publisher
MDPI
Citation
MATHEMATICS, v. 8, no. 10, article no. 1666
Abstract
We prove that the Wiener integral, the analytic Wiener integral and the analytic Feynman integral of the first variation of F(x) = exp{integral(T)(0) theta(t,x(t))dt} successfully exist under the certain condition, where theta(t,u) = integral(R) exp{iuv}d sigma(t)(v) is a Fourier-Stieltjes transform of a complex Borel measure sigma(t)is an element of M(R) and M(R) is a set of complex Borel measures defined on R. We will find this condition. Moreover, we prove that the change of scale formula for Wiener integrals about the first variation of F(x) sucessfully holds on the Wiener space.