The purpose of this paper is to establish the existence of analytic Wiener and Feynman integrals for a class of certain cylinder functions which is of the form: F ( x ) = f ( ( h 1 , x ) ∼ , ⋯ , ( h n , x ) ∼ ) ,         x ∈ B , on the abstract Wiener space, and to establish the relationship between the Wiener integral and the analytic Feynman integral for such cylinder functions on the abstract Wiener space. We then establish a change of scale formula for Wiener integrals of such cylinder functions on the abstract Wiener space.