Title of article :
A remark on the asymptotic expansion of density
function of Wiener functionals
Author/Authors :
Shigeo Kusuoka، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Abstract :
We consider the asymptotic expansion of density function of Wiener functionals as time tends to zero as
in [S. Kusuoka, D.W. Stroock, Precise asymptotics of certain Wiener functionals, J. Funct. Anal. 99 (1991)
1–74], and give an explicit formula for the first coefficient.
© 2008 Published by Elsevier Inc
Keywords :
Malliavin Calculus , asymptotic expansion
Journal title :
Journal of Functional Analysis
Journal title :
Journal of Functional Analysis
