Second term of the logarithmic asymptotics of path integrals

DOI10.1007/BF01084705MaRDI QIDQ762634zbMATH OpenOpenAlexFDO

Authors V. P. Maslov, Alexander M. Chebotarev

Publication date 1983

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

Full work available at URL https://doi.org/10.1007/bf01084705

zbMATH Keywords

asymptotic Laplace methodasymptotic of solutions of certain parabolic equationscontinual integrallarge deviations in probability theoryWiener measure

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Second-order parabolic equations (35K10) Probability measures on topological spaces (60B05) Markov processes (60J99)

Review text

Translation from Itogi Nauki Tekh., Ser. Teor. Veroyatn. Mat. Stat. Teor. Kibern. 19, 127-154 (Russian) (1982; Zbl 0531.28014).

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Cited in

(1)

• A series of invariant characteristics of extremum and the logarithmic asymptotics of Laplace integrals

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