ON THE JACOBI FIELD APPROACH TO STOCHASTIC OSCILLATORY INTEGRALS WITH QUADRATIC PHASE FUNCTION
Author:
Publisher
Faculty of Mathematics, Kyushu University
Subject
General Mathematics
Link
https://www.jstage.jst.go.jp/article/kyushujm/61/1/61_1_191/_pdf
Reference8 articles.
1. [1] K. Hara and N. Ikeda. Quadratic Wiener functionals and dynamics on Grassmannians. Bull. Sci. Math. 125 (2001), 481-528.
2. [2] N. Ikeda, S. Kusuoka and S. Manabe. Lévy′s stochastic area formula for Gaussian processes. Comm. Pure Appl. Math. 47 (1994), 329-360.
3. [3] N. Ikeda, S. Kusuoka and S. Manabe. Lévy′s stochastic area formula and related problems. Proc. Sympos. Pure Math. 57 (1995), 281-305.
4. [4] N. Ikeda and S. Manabe. Van Vleck-Pauli formula for Wiener integrals and Jacobi fields. Itô′s Stochastic Calculus and Probability Theory. Eds. N. Ikeda, S. Watanabe, M. Fukushima and H. Kunita. Springer, Berlin, 1996, pp. 141-156.
5. Analytic Functions, Cauchy Formula, and Stationary Phase on a Real Abstract Wiener Space
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1. Infinite dimensional oscillatory integrals as projective systems of functionals;Journal of the Mathematical Society of Japan;2015-10-01
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