In 1946 Cameron and Martin concluded a paper [‘‘The orthogonal development of non‐linear functionals in series of Fourier–Hermite functionals,’’ Ann. Math. 48, 385–392 (1947)] by saying: ‘‘This paper opens up the whole set of techniques of Orthogonal Developments...for use...in the study of non‐linear functionals... .’’ Here, the Cameron–Martin–Wiener expansion is developed with mathematics familiar to physicists, and its use is illustrated and applied to a quantum theory of electron transport.

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