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Behavior of a Scale Factor for Wiener Integrals and a Fourier Stieltjes Transform on the Wiener Space
Department of Mathematics, College of Natural Sciences, Hanyang University, Seoul, South Korea
- 1 Department of Mathematics, College of Natural Sciences, Hanyang University, Seoul, South Korea
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Abstract
The purpose of this paper is to investigate the behavior of a Wiener integral along the curve C of the scale factor ρ > 0 for the Wiener integral ∫ C 0 [ 0, T ] F ( ρx )d m ( x ) about the function defined on the Wiener space C 0 [ 0, T ] , where θ ( t , u ) is a Fourier-Stieltjes transform of a complex Borel measure.
KeywordsWiener SpaceWiener IntegralFeynman IntegralAnalytic Wiener IntegralAnalytic Feynman IntegralFourier-Stieltjes TransformChange of Scale FormulaScale Factor
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