Oscillatory integrals with quadratic phase function on a real abstract Wiener space (Q1266259)

The authors study the asymptotic behaviour of a stochastic oscillatory integral with quadratic phase function \(Q_{A}\), on a real abstract Wiener space \((X,H,\mu)\), associated to a symmetric Hilbert-Schmidt operator \(A:H\rightarrow H\). If \(A\) is injective, the authors establish a sufficient condition under which the principle of stationary phase works for the oscillatory integral [see \textit{S. Albeverio} and \textit{Z. Brzeźniak}, J. Funct. Anal. 113, No. 1, 177-244 (1993; Zbl 0779.46040) and \textit{N. Ikeda} and \textit{S. Manabe}, in: Asymptotic problems in probability theory: Wiener functionals and asymptotics. Pitman Res. Notes Math. Ser. 284, 136-155 (1993; Zbl 0872.60040)]. The amplitude function is a multiple Wiener integral whose kernel is of trace class. In the proofs, key roles are played by the change of the variable formula by \textit{P. Malliavin} and \textit{S. Taniguchi} [J. Funct. Anal. 143, No. 2, 470-528 (1997; Zbl 0873.60040)], the integration by parts formula and the decomposition of a multiple Wiener integral into a sum of homogeneous polynomials on \(X\). This decomposition is done via Hu-Meyer's multiple Stratonovich integrals [see \textit{Y. Z. Hu} and \textit{P. A. Meyer}, in: Séminaire de probabilités XXII. Lect. Notes Math. 1321, 72-81 (1988; Zbl 0644.60082)]. A counter-example based on Lévy's stochastic area, whose kernel is not of trace class [see \textit{H. Sugita}, Probab. Theory Relat. Fields 91, No. 3/4, 283-296 (1992; Zbl 0739.60075)], is given.