Asymptotic expansion of stochastic oscillatory integrals with rotation invariance

DOI10.1016/S0246-0203(99)00101-6zbMath0934.60051OpenAlexW1971755118MaRDI QIDQ1304919

Naomasa Ueki

Publication date: 22 September 1999

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1999__35_4_417_0

zbMATH Keywords

asymptotic expansionsdiffusion processesoscillatory integralsWiener integrals

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic integrals (60H05)

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