ON THE JACOBI FIELD APPROACH TO STOCHASTIC OSCILLATORY INTEGRALS WITH QUADRATIC PHASE FUNCTION

DOI10.2206/KYUSHUJM.61.191MaRDI QIDQ5437672zbMATH OpenOpenAlexFDO

Authors Setsuo Taniguchi

Publication date 28 January 2008

Published in Kyushu Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2206/kyushujm.61.191

zbMATH Keywords

Jacobi fieldsVolterra operatorquadratic Wiener functionalstochastic oscillatory integral

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Path integrals in quantum mechanics (81S40)

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• Quadratic Wiener functionals and dynamics on Grassmannians
• Stochastic oscillatory integrals with quadratic phase function and Jacobi equations
• Quadratic Wiener functionals of square norms on measure spaces
• Infinite dimensional oscillatory integrals as projective systems of functionals

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