On the Exponential Decay of Oscillatory Integrals on an Abstract Wiener Space

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Abstract

Let (X,H,μ) be a real abstract Wiener space. The saddle point method is carried out onXand an exact formula for deformation of contour integration, that is, a formula transferring a Fourier type integral to a Fourier-Laplace one will be concluded. As an application, an exponentially fast decay of stochastic oscillatory integrals onXis studied.

Original languageEnglish
Pages (from-to)424-443
Number of pages20
JournalJournal of Functional Analysis
Volume154
Issue number2
DOIs
Publication statusPublished - Apr 20 1998

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All Science Journal Classification (ASJC) codes

  • Analysis

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