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Generalized analytic Feynman integral via function space integral of bounded cylinder functionals

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In this paper, we use a generalized Brownian motion to define a generalized analytic Feynman integral. We then obtain some results for the generalized analytic Feynman integral of bounded cylinder functionals of the form F(x)=[기호](( g_1, x)^~, ....., (g_n, x)^~) defined on a very general function space C_(a,b)[0,T]. We also present a change of scale formula for function space integrals of such cylinder functionals.

Abstract

In this paper, we use a generalized Brownian motion to define a generalized analytic Feynman integral. We then obtain some results for the generalized analytic Feynman integral of bounded cylinder functionals of the form F(x)=[기호](( g_1, x)^~, ....., (g_n, x)^~) defined on a very general function space C_(a,b)[0,T]. We also present a change of scale formula for function space integrals of such cylinder functionals.

참고문헌 (21)

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  8. S. J. Chang, "Evaluation formulas for conditional function space integrals. I", Stoch. Anal. Appl, 25(1), pp.141~168 (2007)
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  10. 김병수, "Change of scale formulas for Wiener integral over paths in abstract Wiener space", 대한수학회논문집, 21(1), pp.75~88 (2006), 대한수학회
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  17. I. Yoo, "A change of scale formula for Wiener integrals on abstract Wiener spaces", Internat. J. Math. Math. Sci, 17(2), pp.239~247 (1994)
  18. I. Yoo, "A change of scale formula for Wiener integrals on abstract Wiener spaces. II", J. Korean Math. Soc, 31(1), pp.115~129 (1994)
  19. 유일, "A change of scale formula for Wiener integrals of unbounded functions II", 대한수학회논문집, 21(1), pp.117~133 (2006), 대한수학회
  20. I. Yoo, "A change of scale formula for Wiener integrals of unbounded functions", Rocky Mountain J. Math, 34(1), pp.371~389 (2004)
  21. I. Yoo, "Change of scale formulas for Yeh-Wiener integrals", Commun. Korean Math. Soc, 6(1), pp.19~26 (1991)

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