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

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Document pages: 8 pages

Abstract: The purpose of this paper is to investigate the behavior of a Wiener integralalong the curve C of the scale factor ρ > 0 for the Wiener integral∫C0[0,T]F(ρx)dm(x) about the function definedon the Wiener space C0[0,T], where θ(t,u) is a Fourier-Stieltjes transformof a complex Borel measure.

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