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.
元の言語 | 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 |
発行部数 | 3 |
DOI | |
出版物ステータス | 出版済み - 1 1 1999 |
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All Science Journal Classification (ASJC) codes
- Analysis
- Statistics and Probability
- Statistics, Probability and Uncertainty
これを引用
Stochastic oscillatory integrals with quadratic phase function and Jacobi equations. / Taniguchi, Setsuo.
:: Probability Theory and Related Fields, 巻 114, 番号 3, 01.01.1999, p. 291-308.研究成果: ジャーナルへの寄稿 › 記事
}
TY - JOUR
T1 - Stochastic oscillatory integrals with quadratic phase function and Jacobi equations
AU - Taniguchi, Setsuo
PY - 1999/1/1
Y1 - 1999/1/1
N2 - 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.
AB - 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.
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UR - http://www.scopus.com/inward/citedby.url?scp=0033163702&partnerID=8YFLogxK
U2 - 10.1007/s004400050227
DO - 10.1007/s004400050227
M3 - Article
AN - SCOPUS:0033163702
VL - 114
SP - 291
EP - 308
JO - Probability Theory and Related Fields
JF - Probability Theory and Related Fields
SN - 0178-8051
IS - 3
ER -