Integral Transforms on a Function Space with Change of Scales Using Multivariate Normal Distributions

Using simple formulas for generalized conditional Wiener integrals on a function space which is an analogue of Wiener space, we evaluate two generalized analytic conditional Wiener integrals of a generalized cylinder function which is useful in Feynman integration theories and quantum mechanics. We then establish various integral transforms over continuous paths with change of scales for the generalized analytic conditional Wiener integrals. In these evaluation formulas and integral transforms we use multivariate normal distributions so that the orthonormalization process of projection vectors which are needed to establish the conditional Wiener integrals can be removed in the existing change of scale transforms. Consequently the transforms in the present paper can be expressed in terms of the generalized cylinder function itself.