Asymptotics of certain wiener functionals with degenerate extrema
From MaRDI portal
Publication:4308595
DOI10.1002/cpa.3160470404zbMath0812.60043OpenAlexW2054150579MaRDI QIDQ4308595
Daniel W. Stroock, Shigeo Kusuoka
Publication date: 10 October 1994
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.3160470404
Stochastic calculus of variations and the Malliavin calculus (60H07) Limit theorems in probability theory (60F99)
Related Items
SHORT TIME FULL ASYMPTOTIC EXPANSION OF HYPOELLIPTIC HEAT KERNEL AT THE CUT LOCUS ⋮ Laplace's method for the laws of heat processes on loop spaces ⋮ Asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths ⋮ Laplace approximation for rough differential equation driven by fractional Brownian motion ⋮ Semiclassical limit of the lowest eigenvalue of a Schrödinger operator on a Wiener space. ⋮ The heat kernel on asymptotically hyperbolic manifolds ⋮ A stochastic Taylor-like expansion in the rough path theory