Assume that W is the classical Wiener space C([0,1],R) note \mu the Wiener measure, and call \mu_s the image of \mu under the maping $T: W ->W$ such that$ T(w)= \sqrt(s) w$ . Let notes the coordinate functionnal :$W_t(w)=w_t$, and define the stochastic intégral as usual.It is a classical result that the linear span of the set $e^{\int u_v dW_t -\int \frac{u^2}{2} dt}$, u in $L^2[0,1]$ is dense in $L^2(\mu)$. My question : Is that true that $e^{\int \frac{u_v}{s} dW_t -\int \frac{u^2}{2s}dt}$ , u in $L^2[0,1]$ , is dense in $L^2(\mu_s)$ ??? I want to drop your attention on the fact that the expecation of $e^{\int \frac{u_v}{s} dW_t -\int \frac{u^2}{2s}dt}$ is 1 under $\mu_s$. It is a martingale under $\mu_s$, but not under $\mu$- under $\mu$ only $e^{\int \frac{u_v}{s} dW_t -\int \frac{u^2}{2s^2}dt}$ is martingale.