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Lévy's Stochastic Area and the Principle of Stationary Phase

✍ Scribed by Setsuo Taniguchi

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
125 KB
Volume
172
Category
Article
ISSN
0022-1236

No coin nor oath required. For personal study only.

✦ Synopsis

Let (W 0 , H 0 , + 0 ) be the 2-dimensional classical pinned Wiener space over [0, 1]. A localization phenomenon will be shown for stochastic oscillatory integrals with Le vy's stochastic area as phase function.

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