On the exponential decay of oscillatory integrals on an abstract Wiener space (Q1268772)

From MaRDI portal
Revision as of 20:01, 17 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
On the exponential decay of oscillatory integrals on an abstract Wiener space
scientific article

    Statements

    On the exponential decay of oscillatory integrals on an abstract Wiener space (English)
    0 references
    0 references
    20 June 1999
    0 references
    The author presents here a continuation of the big article, by himself and \textit{P. Malliavin} [J. Funct. Anal. 143, No. 2, 470-528 (1997; Zbl 0873.60040)]. His aim in the present work is to get a better estimate for a stochastic oscillatory integral \(I(\lambda)=\int e^{\sqrt {-1}\lambda q(x)} \psi (x) \mu(dx)\) as \(\lambda\to\infty\), where \(q\) and \(\psi\) are real analytic Wiener functionals which satisfy some integrability conditions with respect to the Wiener measure \(\mu\). The method, as in the joint work with P. Malliavin, where however \(\psi\) was taken constant, is to mimic the saddle point method which is classical in finite dimensions. So it consists in deforming the contour integration to change the Fourier type integral \(I(\lambda)\) into an explicit Laplace integral, from which the estimate directly follows, showing an exponential decay for \(I(\lambda)\).
    0 references
    Malliavin calculus
    0 references
    oscillatory integral
    0 references
    exponential decay
    0 references
    saddle point method
    0 references
    analytic Wiener functionals
    0 references

    Identifiers