Asymptotics of Gaussian integrals in infinite dimensions

DOI10.1142/S0219025719500048zbMath1488.60169OpenAlexW2920865647WikidataQ128237445 ScholiaQ128237445MaRDI QIDQ5222883

Victoria Steblovskaya, Sergio A. Albeverio

Publication date: 4 July 2019

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025719500048

zbMATH Keywords

asymptotic expansionsLaplace methoddegenerate phase functionGaussian integrals on Hilbert spaces

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Probability theory on linear topological spaces (60B11)

Related Items (2)

White noise space analysis and multiplicative change of measures ⋮ Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate

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