asymptotics of oscillatory integrals with quadratic phase function on wiener space

DOI10.1080/17442509908834198zbMath0931.60042OpenAlexW2025746773WikidataQ126243915 ScholiaQ126243915MaRDI QIDQ4257061

David Nualart, Victoria Steblovskaya

Publication date: 20 February 2000

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509908834198

zbMATH Keywords

Fredholm determinantoscillatory integralsWiener chaos expansion

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Stochastic calculus of variations and the Malliavin calculus (60H07) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (3)

ASYMPTOTICS OF INFINITE-DIMENSIONAL INTEGRALS WITH RESPECT TO SMOOTH MEASURES I ⋮ Small-time expansion for the density of a planar (quadratic) Langevin diffusion ⋮ Asymptotics of Gaussian integrals in infinite dimensions

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