Exponential decay of stochastic oscillatory integrals on classical Wiener spaces

DOI10.2969/jmsj/1196890842zbMath1030.60043OpenAlexW1987079774MaRDI QIDQ1396401

Setsuo Taniguchi

Publication date: 30 June 2003

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/1196890842

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Small-time expansion for the density of a planar (quadratic) Langevin diffusion

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