On the quadratic wiener functional associated with the malliavin derivative of the square norm of brownian sample path on interval

Setsuo Taniguchi

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Exact expressions of the stochastic oscillatory integrals with phase function ∫0T(∫t T w(s) ds)2dt, (w(t))≥0 being the 1-dimensional Brownian motion, are given. As an application, the density function of the distribution of the half of the Wiener functional is given.

Original languageEnglish
Pages (from-to)1-10
Number of pages10
JournalElectronic Communications in Probability
Publication statusPublished - Jan 1 2006
Externally publishedYes


All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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