A Change of Scale Formula for Wiener Integrals of Unbounded Functions
2004
Cameron and Storvick discovered change of scale formulas for Wiener integrals of bounded functions in a Banach algebra S of analytic Feynman integrable functions on classical Wiener space. Yoo and Skoug extended these results to abstract Wiener space for a generalized Fresnel class FA1,A2 containing the Fresnel class F(B) which corresponds to the Banach algebra S on classical Wiener space. In this paper, we present a change of scale formula for Wiener integrals of various functions on B which need not be bounded or continuous.
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