Intégrales oscillantes stochastiques: Estimation asymptotique de fonctionnelles caractéristiques

DOI10.1016/0022-1236(83)90052-6zbMATH Open0528.60049OpenAlexW1976718189MaRDI QIDQ786452FDOQ786452

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

• Title not available (Why is that?)
• Least action principle, heat propagation and subelliptic estimates on certain nilpotent groups
• Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
• Title not available (Why is that?)
• The Malliavin calculus, a functional analytic approach
• Derivatives of Wiener functionals and absolute continuity of induced measures
• Title not available (Why is that?)
• Title not available (Why is that?)
• Intégrales oscillantes stochastiques: l'équation de Pauli
• Title not available (Why is that?)

Cited In (5)

• Magnetic Energies and Feynman–Kac–Itô Formulas for Symmetric Markov Processes
• 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
• Differentiable measures and the Malliavin calculus
• Gaussian measures on linear spaces

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