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

DOI10.1006/JFAN.1997.3185MaRDI QIDQ1268772zbMATH OpenOpenAlexFDO

Authors Setsuo Taniguchi

Publication date 20 June 1999

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jfan.1997.3185

zbMATH Keywords

analytic Wiener functionalsexponential decayMalliavin calculusoscillatory integralsaddle point method

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Review text

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 \(I(\lambda)\).

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Cites work

• Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
• Analytic functions, Cauchy formula, and stationary phase on a real abstract Wiener space
• Finite dimensional approximation approach to oscillatory integrals and stationary phase in infinite dimensions
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• scientific article; zbMATH DE number 3209538 (Why is no real title available?)
• scientific article; zbMATH DE number 3199826 (Why is no real title available?)
• Oscillatory integrals with quadratic phase function on a real abstract Wiener space

Cited in

(5)

• Oscillatory integrals with quadratic phase function on a real abstract Wiener space
• Estimates on stochastic oscillatory integrals and on the heat kernel of the magnetic Schrödinger operator
• Exponential decay of stochastic oscillatory integrals on classical Wiener spaces
• Lévy's stochastic area and the principle of stationary phase
• Small-time expansion for the density of a planar (quadratic) Langevin diffusion

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