抄録
An evaluation of a stochastic oscillatory integral with quadratic phase function and analytic amplitude function is given by using solutions of Jacobi equations. The evaluation will be obtained as an application of real change of variable formulas and holomorphic prolongations of analytic functions on a real Wiener space. On the way we shall see how a Jacobi equation appears in the evaluation by using the Malliavin calculus.
| 本文言語 | 英語 |
|---|---|
| ページ（範囲） | 291-308 |
| ページ数 | 18 |
| ジャーナル | Probability Theory and Related Fields |
| 巻 | 114 |
| 号 | 3 |
| DOI | |
| 出版ステータス | 出版済み - 7 1999 |
All Science Journal Classification (ASJC) codes
- 分析
- 統計学および確率
- 統計学、確率および不確実性