Quadratic Wiener functionals and dynamics on Grassmannians (Q5956290)
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scientific article; zbMATH DE number 1709004
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English | Quadratic Wiener functionals and dynamics on Grassmannians |
scientific article; zbMATH DE number 1709004 |
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Quadratic Wiener functionals and dynamics on Grassmannians (English)
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21 October 2002
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Consider a quadratic Wiener functional \(F\) determined by a linear operator \(B\). The characteristic functional of \(F\) can be expressed as a modified determinant of the operator \(B\), cf. \textit{N. Ikeda, S. Kusuoka} and \textit{S. Manabe} [Commun. Pure Appl. Math. 47, No. 3, 329-360 (1994; Zbl 0803.60037)]. Oscillatory integrals with quadratic Wiener functionals as phase functions have similar expressions, and in the paper under review they are computed from an analog of the Van Vleck-Pauli formula, using Plücker coordinates and solutions of Jacobi equations for the expression of determinants. A generalization is given to Gaussian processes with kernels of the form \(R(s,u)=(s-u)^N/N!\), and to Ornstein-Uhlenbeck type processes related to solitons.
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stochastic area
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quadratic Wiener functionals
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Grassmannians
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Jacobi equations
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