Asymptotics of Gaussian integrals in infinite dimensions

DOI10.1142/S0219025719500048zbMATH Open1488.60169OpenAlexW2920865647WikidataQ128237445 ScholiaQ128237445MaRDI QIDQ5222883FDOQ5222883

Victoria Steblovskaya, S. Albeverio

Publication date: 4 July 2019

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025719500048

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zbMATH Keywords

asymptotic expansionsLaplace methoddegenerate phase functionGaussian integrals on Hilbert spaces

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

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Cited In (12)

• White noise space analysis and multiplicative change of measures
• Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate
• Extended classical asymptotic expansions in the case of Gaussian limit distribution
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• ASYMPTOTICS OF INFINITE-DIMENSIONAL INTEGRALS WITH RESPECT TO SMOOTH MEASURES I
• Title not available (Why is that?)
• On the asymptotic behaviour of the Gaussian functional integral
• The Laplace method for probability measures in Banach spaces
• On a method of asymptotic expansions for infinite dimensional integrals with respect to smooth measures
• Gaussian limits for discrepancies. I: Asymptotic results
• Asymptotic analysis of Gaussian integrals. II: Manifold of minimum points

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