Lévy's Stochastic Area and the Principle of Stationary Phase

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4 Citations (Scopus)

Abstract

Let (W0, H0, μ0) be the 2-dimensional classical pinned Wiener space over [0, 1]. A localization phenomenon will be shown for stochastic oscillatory integrals with Lévy's stochastic area as phase function.

Original languageEnglish
Pages (from-to)165-176
Number of pages12
JournalJournal of Functional Analysis
Volume172
Issue number1
DOIs
Publication statusPublished - Apr 1 2000

All Science Journal Classification (ASJC) codes

  • Analysis

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