A CHANGE OF SCALE FORMULA FOR A FUNCTION SPACE INTEGRAL ON C-a,C-b[0, T]

作者:Yoo Il*; Kim Bong Jin; Kim Byoung Soo
来源:Proceedings of the American Mathematical Society, 2013, 141(8): 2729-2739.
DOI:10.1090/S0002-9939-2013-11598-4

摘要

Cameron and Storvick discovered change of scale formulas for Wiener integrals of functionals in a Banach algebra S on classical Wiener space. Yoo and Skoug extended these results for functionals in the Fresnel class F(B) and in a generalized Fresnel class F-A1,F-A2 on abstract Wiener space. We establish a relationship between a function space integral and a generalized analytic Feynman integral on C-a,C-b[0, T] for functionals in a Banach algebra S(L-a,b(2) [0, T]). Moreover, we obtain a change of scale formula for a function space integral on C-a,C-b[0, T] of these functionals.

  • 出版日期2013-8