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Change of Path Formula for Generalized Wiener Integral with Applications

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Abstract

In this paper we establish a change of path formula for generalized Wiener integral which is a generalization of the change of scale formula suggested by Cameron and Storvick. We then represent the generalized analytic Feynman integral and the generalized analytic Fourier–Feynman transform via the ordinary Feynman integral. We then proceed to express the generalized analytic Feynman integral and the generalized analytic Fourier–Feynman transform as a limit of sequences of ordinary Wiener integrals.

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Acknowledgements

The authors would like to express their gratitude to the editor and the referees for their valuable comments and suggestions which have improved the original paper. The present research was conducted by the research fund of Dankook University in 2018.

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  1. Department of Mathematics, Dankook University, Cheonan, 330-714, Korea

    Seung Jun Chang & Jae Gil Choi

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  1. Seung Jun Chang
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  2. Jae Gil Choi
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Correspondence to Jae Gil Choi.

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Chang, S.J., Choi, J.G. Change of Path Formula for Generalized Wiener Integral with Applications. Results Math 74, 22 (2019). https://doi.org/10.1007/s00025-018-0940-4

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