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.

A TRANSLATION THEOREM FOR THE GENERALISED ANALYTIC FEYNMAN INTEGRAL ASSOCIATED WITH GAUSSIAN PATHS

In this paper, we establish a translation theorem for the generalised analytic Feynman integral of functionals that belong to the Banach algebra ${\mathcal{F}}(C_{a,b}[0,T])$.

A Rotation on Wiener Space with Applications

We first investigate a rotation property of Wiener measure on the product of Wiener spaces. Next, using the concept of the generalized analytic Feynman integral, we define a generalized Fourier-Feynman transform and a generalized convolution product for functionals on Wiener space. We then proceed to establish a fundamental result involving the generalized transform and the generalized convolution product.