Analytic functions, Cauchy formula, and stationary phase on a real abstract Wiener space

DOI10.1006/JFAN.1996.2989zbMATH Open0873.60040OpenAlexW2049356676MaRDI QIDQ5961818FDOQ5961818

Paul Malliavin, Setsuo Taniguchi

Publication date: 27 February 1997

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1996.2989

zbMATH Keywords

holomorphic functionsCauchy formulaintegration by parts formulaabstract Wiener spaceholomorphic Cameron-Martin formulastationary phase estimation

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

Cited In (16)

• Lévy's stochastic area and the principle of stationary phase
• Oscillatory integrals with quadratic phase function on a real abstract Wiener space
• On the exponential decay of oscillatory integrals on an abstract Wiener space
• ASYMPTOTICS OF INFINITE-DIMENSIONAL INTEGRALS WITH RESPECT TO SMOOTH MEASURES I
• On Wiener functionals of order 2 associated with soliton solutions of the KdV equation
• Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity
• Analytic functions on abstract Wiener spaces
• Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise
• A class of Lévy driven SDEs and their explicit invariant measures
• Infinite dimensional oscillatory integrals as projective systems of functionals
• Asymptotic expansion of perturbative Chern-Simons theory via Wiener space
• Transformations and quadratic forms on Wiener spaces
• Asymptotics of Gaussian integrals in infinite dimensions
• Small-time expansion for the density of a planar (quadratic) Langevin diffusion
• Non-Gaussian complex random fields, their skeletons and path measures
• Asymptotic expansion of the one-loop approximation of the Chern-Simons integral in an abstract Wiener space setting

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