A Partial Derivative Approach to the Change of Scale Formula for the Function Space Integral

We investigate the partial derivative approach to the change of scale formula for the functon space integral and we investigate the vector calculus approach to the directional derivative on the function space and prove relationships among the Wiener integral and the Feynman integral about the directional derivative of a Fourier transform.

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

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.

Partial Derivative Approach to the Change of Scale Formula for the Function Space Integral

We investigate the behavior of the partial derivative approach to the change of scale formula and prove relationships among the analytic Wiener integral and the analytic Feynman integral of the partial derivative for the function space integral.

Analytic Feynman Integral and a Change of Scale Formula for Wiener Integrals of an Unbounded Cylinder Function

We investigate the behavior of the unbounded cylinder function F x = ∫ 0 T α 1 t d x t 2 k ⋅ ∫ 0 T α 2 t d x t 2 k ⋅ ⋯ ⋅ ∫ 0 T α n t d x t 2 k , k = 1,2 , … whose analytic Wiener integral and analytic Feynman integral exist, we prove some relationships among the analytic Wiener integral, the analytic Feynman integral, and the Wiener integral, and we prove a change of scale formula for the Wiener integral about the unbounded function on the Wiener space C 0 0 , T .

Feynman Integral and a Change of Scale Formula about the First Variation and a Fourier–Stieltjes Transform

We prove that the Wiener integral, the analytic Wiener integral and the analytic Feynman integral of the first variation of F(x)=exp{∫0Tθ(t,x(t))dt} successfully exist under the certain condition, where θ(t,u)=∫Rexp{iuv}dσt(v) is a Fourier–Stieltjes transform of a complex Borel measure σt∈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.