A REMARK ON STOCHASTIC OSCILLATORY INTEGRALS WITH RESPECT TO A PINNED WIENER MEASURE

DOI10.2206/kyushujm.53.151zbMath0937.60052OpenAlexW2044570727MaRDI QIDQ4254081

Hiroshi Sugita, Setsuo Taniguchi

Publication date: 28 May 2000

Published in: Kyushu Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2206/kyushujm.53.151

zbMATH Keywords

abstract Wiener spaceoscillatory integralchange of variable formula

Mathematics Subject Classification ID

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

Related Items (1)

Lévy's stochastic area and the principle of stationary phase

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