Abstract

We establish the analytic Wiener and Feynman integral theory for Wiener integrals over paths on C 0 (B), the space of abstract Wiener space valued continuous functions on [0, T], for certain cylinder-type functions of the form: where f ∈ L p (R mn ), 1 ≤ p ≤ ∞, and 0 = s 0 ≤ s 1 ≤ · · · ≤ s n = T is a partition of [0, T]. In addition, we establish some relationships between analytic Feynman integrals, Fourier–Feynman transforms and Wiener integrals and we prove the change of scale formula for Wiener integrals over paths on C 0 (B) in abstract Wiener spaces.

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