Asymptotics of certain wiener functionals with degenerate extrema

DOI10.1002/CPA.3160470404MaRDI QIDQ4308595zbMATH OpenOpenAlexFDO

Authors Shigeo Kusuoka, Daniel W. Stroock

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

zbMATH Keywords

asymptotic expansionheat kernelMalliavin matrixsmall timeWiener functional

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Stochastic calculus of variations and the Malliavin calculus (60H07)

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