Evaluation of various Wiener integrals by use of certain Sturm-Liouville differential equations
Robert Horton Cameron, W. T. Martin · Bulletin of the American Mathematical Society · 1945
the multiplier before the integrals having been so chosen as to make the measure of the entire space C equal to unity. With this definition of measure for quasi-intervals, the Wiener measure on C can be defined in a manner entirely similar to that used for ordinary Lebesgue measure, and a theory of (Wiener) integration can be defined over C, the integral of a functional F[x] being a number. We write