Abstract
Stochastic oscillatory integrals with quadratic phase function are studied in the case where amplitude functions are multiple Wiener integrals. We show that a principle of stationary phase holds when kernels of multiple Wiener integrals are of trace class. On the way, we establish a new criterion for a Wiener functional to be analytic.
Original language | English |
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Pages (from-to) | 229-262 |
Number of pages | 34 |
Journal | Journal of Functional Analysis |
Volume | 155 |
Issue number | 1 |
DOIs | |
Publication status | Published - May 10 1998 |
All Science Journal Classification (ASJC) codes
- Analysis