Lévy's Stochastic Area and the Principle of Stationary Phase

Research output: Contribution to journalArticle

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

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Wiener Space
Oscillatory Integrals
Stationary Phase
Stochastic Integral

All Science Journal Classification (ASJC) codes

  • Analysis

Cite this

Lévy's Stochastic Area and the Principle of Stationary Phase. / Taniguchi, Setsuo.

In: Journal of Functional Analysis, Vol. 172, No. 1, 01.04.2000, p. 165-176.

Research output: Contribution to journalArticle

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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 L{\'e}vy's stochastic area as phase function.",
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