Precise asymptotics of certain Wiener functionals

DOI10.1016/0022-1236(91)90051-6zbMath0738.60054OpenAlexW2077879056MaRDI QIDQ1178826

Shigeo Kusuoka, Daniel W. Stroock

Publication date: 26 June 1992

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(91)90051-6

zbMATH Keywords

asymptotic expansionMalliavin calculusWiener functionalsstochastic analogue of Taylors formula

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cites Work

• Large deviations and the Malliavin calculus
• On a characterization of the Sobolev spaces over an abstract Wiener space
• Large deviations and variational principle for harmonic crystals
• Methods de laplace et de la phase stationnaire sur l'espace de wiener
• Some Asymptotic Formulas for Wiener Integrals
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