Lévy's stochastic area and the principle of stationary phase

DOI10.1006/jfan.1999.3540zbMath0954.60044OpenAlexW1980372877MaRDI QIDQ1976334

Setsuo Taniguchi

Publication date: 5 February 2001

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

Full work available at URL: https://doi.org/10.1006/jfan.1999.3540

zbMATH Keywords

stationary phaseoscillatory integralLévy's stochastic areaholomorphic functionalpinned Wiener space

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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On Wiener functionals of order 2 associated with soliton solutions of the KdV equation

Cites Work

• Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
• Fubini's theorem for double Wiener integrals and the variance of the Brownian path
• Oscillatory integrals with quadratic phase function on a real abstract Wiener space
• Semiclassical asymptotics of eigenvalues for Schrödinger operators with magnetic fields
• A REMARK ON STOCHASTIC OSCILLATORY INTEGRALS WITH RESPECT TO A PINNED WIENER MEASURE
• Measurable Functions on Hilbert Space
• Analytic functions, Cauchy formula, and stationary phase on a real abstract Wiener space
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