Some Asymptotic Formulas for Wiener Integrals
From MaRDI portal
Publication:5538534
DOI10.2307/1994588zbMath0156.37602OpenAlexW4244509469MaRDI QIDQ5538534
Publication date: 1966
Full work available at URL: https://doi.org/10.2307/1994588
Related Items (74)
Strong approximation of quantile processes by iterated Kiefer processes. ⋮ Large deviation of diffusion processes with discontinuous drift and their occupation times. ⋮ Strassen-type functional laws for strong topologies ⋮ Laplace asymptotics for reaction-diffusion equations ⋮ Large deviation principle for stochastic evolution equations ⋮ Large deviations for Poisson random measures and processes with independent increments ⋮ Large deviations for Brownian motion on the Sierpiński gasket ⋮ Large deviations principle for white noise distributions with growth condition ⋮ Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM ⋮ The density asymptotics associated with a stochastic differential equation ⋮ Laplace's method for the laws of heat processes on loop spaces ⋮ A class of Lévy driven SDEs and their explicit invariant measures ⋮ Optimal importance sampling for the Laplace transform of exponential Brownian functionals ⋮ Short time asymptotic behaviour and large deviation for Brownian motion on some affine nested fractals ⋮ Large deviations and Strassen's limit points of Brownian local time processes ⋮ Sample path large deviations and optimal importance sampling for stochastic volatility models ⋮ Asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths ⋮ A Brief Introduction to Large Deviations Theory ⋮ Asymptotic expansions for Laplace transforms of Markov processes ⋮ Gaussian measures on linear spaces ⋮ Unnamed Item ⋮ Uniform-in-bandwidth functional limit laws ⋮ Strong laws for local quantile processes ⋮ High-frequency approximation for the Helmholtz equation: A probabilistic approach ⋮ Large deviations for stochastic differential equations driven by \(G\)-Brownian motion ⋮ Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts ⋮ Large deviations for Brownian motion on scale irregular Sierpinski gaskets ⋮ Book Review: Large deviations for stochastic processes ⋮ Sur une résolution stochastique de l'équation de Schrödinger à coefficients analytiques ⋮ Stochastic Processes in the Decades after 1950 ⋮ Tightness and exponential tightness of Gaussian probabilities ⋮ The Fourier dimension of Brownian limsup fractals ⋮ Large‐scale asymptotics of velocity‐jump processes and nonlocal Hamilton–Jacobi equations ⋮ Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise ⋮ Semiclassical limit of the lowest eigenvalue of a Schrödinger operator on a Wiener space. ⋮ Asymptotic Analysis of Gaussian Integrals. I. Isolated Minimum Points ⋮ Large deviations under a viewpoint of metric geometry: measure-valued process cases ⋮ Some more results on increments of the partially observed empirical process. ⋮ Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise ⋮ Optimal importance sampling with explicit formulas in continuous time ⋮ Precise asymptotics of certain Wiener functionals ⋮ Small perturbations of random evolution equations with reflection in Hölder norm ⋮ Instantons, double wells and large deviations ⋮ Large deviations and the Strassen theorem in Hölder norm ⋮ An introduction to the theory of large deviations ⋮ On the coverage of Strassen-type sets by sequences of Wiener processes ⋮ Functional laws of the iterated logarithm for large increments of empirical and quantile processes ⋮ Laplace approximations for sums of independent random vectors ⋮ Slowdown for time inhomogeneous branching Brownian motion ⋮ Some exact equivalents for Brownian motion in Hölder norm ⋮ Gaussian large deviations of a smooth seminorm ⋮ Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments ⋮ On a probabilistic approach to a problem of semi-classical analysis ⋮ A functional modulus of continuity for a Wiener process ⋮ General Freidlin-Wentzell large deviations and positive diffusions ⋮ Schilder theorem for the Brownian motion on the diffeomorphism group of the circle ⋮ An explicit Schilder-type theorem for super-Brownian motions ⋮ On the zero-temperature or vanishing viscosity limit for certain Markov processes arising from Lagrangian dynamics ⋮ Sample path large deviations for a family of long-range dependent traffic and associated queue length processes ⋮ Asymptotic expansions of Gaussian integrals ⋮ Unusually large values for spectrally positive stable and related processes ⋮ Asymptotics of Gaussian integrals in infinite dimensions ⋮ Large deviation principles and loglog laws for observation processes ⋮ Asymptotic behaviour of randomised fractional volatility models ⋮ Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity ⋮ An explicit Schilder type theorem for super-Brownian motions: Infinite initial measures ⋮ Sharp large deviation estimates for a certain class of sets on the Wiener space ⋮ Large Deviations in a Gaussian Setting: The Role of the Cameron-Martin Space ⋮ The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck ⋮ The method of stationary phase for oscillatory integrals on Hilbert spaces ⋮ On a type of superlinear growth variational problems ⋮ Some results on increments of the partially observed empirical process ⋮ Lower Bound on Quantum Tunneling for Strong Magnetic Fields ⋮ Semiclassical limit of Liouville field theory
Cites Work
This page was built for publication: Some Asymptotic Formulas for Wiener Integrals
