Title of article :
Lévyʹs Stochastic Area and the Principle of Stationary Phase
Author/Authors :
Taniguchi، نويسنده , , Setsuo، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Abstract :
Let (W0, H0, μ0) be the 2-dimensional classical pinned Wiener space over [0, 1]. A localization phenomenon will be shown for stochastic oscillatory integrals with Lévyʹs stochastic area as phase function.
Keywords :
Lévyיs stochastic area , the Malliavin gradient , pinned Wiener space
Journal title :
Journal of Functional Analysis
Journal title :
Journal of Functional Analysis
