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. Cameron and Storvick discovered change of scale formulas for Wiener integrals of functionals in a Banach algebra S on classical Wiener space. Yoo and Skoug extended these results for functionals in the Fresnel class F(B) and in a generalized Fresnel class FA1,A2 on abstract Wiener space. We establish a relationship between a function space integral and a generalized analytic Feynman integral on Ca,b[0, T ] for functionals in a Banach algebra S(La,b[0, T ]). Moreover, we obtain a change of scale formula for a function space integral on Ca,b[0, T ] of these functionals.

A change of scale formula for a function space integral on $C_{a,b}[0,T]$