Abstract
We discuss how to substitute Wiener functionals for parameters in generalized Wiener functionals: Let {Φ(x);x∈ R N} be generalized Wiener functionals parametrized by x∈ R N and F be a non-degenerate Wiener functional in Malliavin's sense. Then, formally, it holds that Φ(F)=∫ R N Φ(x)δ x(F) dx . We define the substitution by justification of the formal representation above. Under this definition we show the relationship between pinned Brownian local times and Brownian local times.
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