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

Authors :
Young Sik Kim
Source :
Symmetry, Vol 13, Iss 1, p 12 (2020)
Publication Year :
2020
Publisher :
MDPI AG, 2020.

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.

Details

Language :
English
ISSN :
20738994
Volume :
13
Issue :
1
Database :
Directory of Open Access Journals
Journal :
Symmetry
Publication Type :
Academic Journal
Accession number :
edsdoj.b153f1bbedc4471995ac31ddebd1ab0b
Document Type :
article
Full Text :
https://doi.org/10.3390/sym13010012