Abstract

In this paper, we use a generalized Brownian motion to dene 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) = ^ ((g1;x) � ;:::;(gn;x) � ) dened on a very general function space Ca;b(0;T). We also present a change of scale formula for function space integrals of such cylinder func- tionals.

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