Formula_21701

\[\begin{gathered}\int F(x(\tau)) D_{W}(x)=\lim _{n \rightarrow \infty}(\pi \Delta t)^{-n / 2} \int F\left(x_{1}, \ldots, x_{n}\right) \times \\\times \exp \left(-\frac{x_{1}^{2}}{\Delta t}-\sum_{i=1}^{n-1} \frac{\left(x_{i+1}-x_{i}\right)^{2}}{\Delta t}\right) d x_{1} \ldots d x_{n},\end{gathered}\]