Open Access
January, 2003 Exponential decay of stochastic oscillatory integrals on classical Wiener spaces
Setsuo TANIGUCHI
J. Math. Soc. Japan 55(1): 59-79 (January, 2003). DOI: 10.2969/jmsj/1196890842

Abstract

An exponential decay of a stochastic oscillatory integral with phase function determined as a stochastic line integral of a 1-form is studied. A sufficient condition for such an integral to decay exponentially fast is given in terms of the exterior derivative of the 1-form, i.e., the magnetic field.

Citation

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Setsuo TANIGUCHI. "Exponential decay of stochastic oscillatory integrals on classical Wiener spaces." J. Math. Soc. Japan 55 (1) 59 - 79, January, 2003. https://doi.org/10.2969/jmsj/1196890842

Information

Published: January, 2003
First available in Project Euclid: 5 December 2007

MathSciNet: MR1939185
zbMATH: 1030.60043
Digital Object Identifier: 10.2969/jmsj/1196890842

Subjects:
Primary: 60H07
Secondary: 60H05

Keywords: change of variable formula , Exponential decay , the Malliavin calculus

Rights: Copyright © 2003 Mathematical Society of Japan

Vol.55 • No. 1 • January, 2003
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