Lévy's Stochastic Area and the Principle of Stationary Phase

Setsuo Taniguchi

doi:10.1006/jfan.1999.3540

Lévy's Stochastic Area and the Principle of Stationary Phase

Setsuo Taniguchi

Division for Theoretical Natural Science

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

Abstract

Let (W₀, H₀, μ₀) be the 2-dimensional classical pinned Wiener space over [0, 1]. A localization phenomenon will be shown for stochastic oscillatory integrals with Lévy's stochastic area as phase function.

Original language	English
Pages (from-to)	165-176
Number of pages	12
Journal	Journal of Functional Analysis
Volume	172
Issue number	1
DOIs	https://doi.org/10.1006/jfan.1999.3540
Publication status	Published - Apr 1 2000

All Science Journal Classification (ASJC) codes

Analysis

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10.1006/jfan.1999.3540

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title = "L{\'e}vy's Stochastic Area and the Principle of Stationary Phase",

abstract = "Let (W0, H0, μ0) be the 2-dimensional classical pinned Wiener space over [0, 1]. A localization phenomenon will be shown for stochastic oscillatory integrals with L{\'e}vy's stochastic area as phase function.",

author = "Setsuo Taniguchi",

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Lévy's Stochastic Area and the Principle of Stationary Phase

Abstract

All Science Journal Classification (ASJC) codes

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