Exact asymptotics of Laplace integrals on nonsmooth functions.

DOI10.1023/A:1024006031243zbMATH Open1066.41029OpenAlexW30944961MaRDI QIDQ1889490FDOQ1889490

Authors: E. I. Ostrovskij 

Publication date: 2 December 2004

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1024006031243

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zbMATH Keywords

Lebesgue integralmeasure spacenonsmooth functionLaplace integralasymptotics of Laplace integral

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Best approximation, Chebyshev systems (41A50)

Cited In (12)

• Multivariate Laplace's approximation with estimated error and application to limit theorems
• ASYMPTOTICS OF INFINITE-DIMENSIONAL INTEGRALS WITH RESPECT TO SMOOTH MEASURES I
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• Symmetrized importance samplers for stochastic differential equations
• A version of Watson lemma for Laplace integrals and some applications
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