Laplace asymptotic expansions of conditional Wiener integrals and generalized Mehler kernel formulas

DOI10.1063/1.525264zbMath0496.60067OpenAlexW2001108437MaRDI QIDQ3959901

Ian M. Davies, Aubrey Truman

Publication date: 1982

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.525264

zbMATH Keywords

asymptotic expansionsconditional Wiener integralsgeneralized Mehler kernel formulas

Mathematics Subject Classification ID

Stochastic mechanics (including stochastic electrodynamics) (81P20) Stochastic analysis (60H99)

Related Items (6)

On stochastic diffusion equations and stochastic Burgers’ equations ⋮ The density asymptotics associated with a stochastic differential equation ⋮ On the Laplace asymptotic expansion of conditional Wiener integrals and the Bender–Wu formula for x2N-anharmonic oscillators ⋮ The stochastic Burgers equation with vorticity: Semiclassical asymptotic series solutions with applications ⋮ Evaluation Formulas for Conditional Function Space Integrals I ⋮ Semiclassical limit of Liouville field theory

Cites Work

• The semiclassical expansion
• The semiclassical expansion of the anharmonic-oscillator propagator
• Asymptotic expansions of Gaussian integrals
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Heuristic Approach to the Kolmogorov-Smirnov Theorems

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