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.
Lévy's stochastic area formula for gaussian processes
✍ Scribed by Nobuyuki Ikeda; Sigeo Kusuoka; Shojiro Manabe
- Publisher
- John Wiley and Sons
- Year
- 1994
- Tongue
- English
- Weight
- 803 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0010-3640
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