Asymptotic expansions of Gaussian integrals
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Publication:3891478
DOI10.1090/S0273-0979-1980-14801-6zbMath0446.60007MaRDI QIDQ3891478
Richard S. Ellis, Jay S. Rosen
Publication date: 1980
Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)
Gaussian processes (60G15) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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The density asymptotics associated with a stochastic differential equation ⋮ Laplace asymptotic expansions of conditional Wiener integrals and generalized Mehler kernel formulas
Cites Work
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- Asymptotic evaluation of certain Markov process expectations for large time—III
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- Gaussian Processes and Hammerstein Integral Equations