Stochastic oscillatory integrals with quadratic phase function and Jacobi equations

DOI10.1007/S004400050227MaRDI QIDQ1297646zbMATH OpenOpenAlexFDO

Authors Setsuo Taniguchi

Publication date 12 September 1999

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s004400050227

zbMATH Keywords

Malliavin calculusJacobi equationholomorphic prolongationsstochastic oscillatory integrals

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integrals (60H05) Continuity and singularity of induced measures (60G30)

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(8)

• Heat trace asymptotics on equiregular sub-Riemannian manifolds
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• Filon quadrature for stochastic oscillators driven by time-varying forces
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• Asymptotic expansion of stochastic oscillatory integrals with rotation invariance
• ON THE JACOBI FIELD APPROACH TO STOCHASTIC OSCILLATORY INTEGRALS WITH QUADRATIC PHASE FUNCTION
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