Intégrales oscillantes stochastiques: Estimation asymptotique de fonctionnelles caractéristiques

DOI10.1016/0022-1236(83)90052-6MaRDI QIDQ786452zbMATHOpenAlexFDO

Authors Bernard Gaveau, Jean-Marc Moulinier

Publication date 1983

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

Full work available at URL https://doi.org/10.1016/0022-1236(83)90052-6

zbMATH Keywords

Malliavin calculusOrnstein Uhlenbeck processstochastic calculus of variationsstochastic oscillating integrals

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic integrals (60H05)

Cites work

• scientific article; zbMATH DE number 3703712 (Why is no real title available?)
• scientific article; zbMATH DE number 3727278 (Why is no real title available?)
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• scientific article; zbMATH DE number 3638903 (Why is no real title available?)
• scientific article; zbMATH DE number 3304501 (Why is no real title available?)
• Derivatives of Wiener functionals and absolute continuity of induced measures
• Intégrales oscillantes stochastiques: l'équation de Pauli
• Least action principle, heat propagation and subelliptic estimates on certain nilpotent groups
• Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
• The Malliavin calculus, a functional analytic approach

Cited in

(5)

• Gaussian measures on linear spaces
• Differentiable measures and the Malliavin calculus
• Eigenvalue problems for the Schrödinger operator with the magnetic field on a compact Riemann manifold
• Stationary phase method in infinite dimensions by finite dimensional approximations: Applications to the Schrödinger equation
• Magnetic energies and Feynman-Kac-Itô formulas for symmetric Markov processes

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