Let Xk(x) = (∫0T α 1(s)dx(s),..., ∫0T αk(s) dx(s)) and Xτ(x) = (x(t1), ..., x(tk)) on the classical Wiener space, where {α1,...,αk} is an orthonormal subset of L2[0,T] and τ : 0 < t1 < ⋯ < tk = T is a partition of [0,T]. In this paper, we establish a change of scale formula for conditional Wiener integrals E[G τ|Xk] of functions on classical Wiener space having the form Gr(x) = F(x)Ψ(∫0T v
... [Show full abstract] 1(s)dx(s),..., ∫0T vr(s)dx(s)), for F ∈ S and Ψ = ψ + Φ (ψ ∈ Lp(ℝ r), Φ ∈M̂(ℝr)), which need not be bounded or continuous. Here S is a Banach algebra on classical Wiener space and M̂(ℝr) is the space of Fourier transforms of measures of bounded variation over ℝr. As results of the formula, we derive a change of scale formula for the conditional Wiener integrals E[G r|Xτ] and B[F|Xτ]. Finally, we show that the analytic Feynman integral of F can be expressed as a limit of a change of scale transformation of the conditional Wiener integral of F using an inversion formula which changes the conditional Wiener integral of F to an ordinary Wiener integral of F, and then we obtain another type of change of scale formula for Wiener integrals of F.