Behavior of a Scale Factor for Wiener Integrals and a Fourier Stieltjes Transform on the Wiener Space

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DOI: 10.4236/am.2018.95035    767 Downloads   1,454 Views  Citations
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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 ∫C0[0,T]F(ρx)dm(x) about the function defined on the Wiener space C0[0,T], where θ(t,u) is a Fourier-Stieltjes transform of a complex Borel measure.

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Kim, Y. (2018) Behavior of a Scale Factor for Wiener Integrals and a Fourier Stieltjes Transform on the Wiener Space. Applied Mathematics, 9, 488-495. doi: 10.4236/am.2018.95035.

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