A NEW CLASS OF AMPLITUDE FUNCTIONS FOR THE STATIONARY PHASE METHOD ON AN ABSTRACT WIENER SPACE

• TANIGUCHI Setsuo

  Faculty of Arts and Science Kyushu University

抄録

A stochastic oscillatory integral is a probabilistic counterpart to a Feynman path integral, and the stationary phase method for stochastic oscillatory integrals relates to the semi-classical limits in the Feynman path integral theory. A complete stationary phase method for stochastic oscillatory integrals has not been achieved yet. In this paper, a new class of amplitude functions of stochastic oscillatory integrals is introduced, and it is shown that the stationary phase method works for the class.

収録刊行物

• 九州数学雑誌

  九州数学雑誌 69 (1), 219-228, 2015

  九州大学大学院数理学研究院

キーワード

• Malliavin calculus
• quadratic Wiener functional
• stochastic oscillatory integral

詳細情報

• CRID: 1390001205229620352
• NII論文ID: 130005076143
• DOI: 10.2206/kyushujm.69.219
• ISSN: 18832032
• ISSN: 13406116
• Web Site: https://www.jstage.jst.go.jp/article/kyushujm/69/1/69_219/_pdf
• 本文言語コード: en
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