AbstractWe consider the asymptotic expansion of density function of Wiener functionals as time tends to zero as in [S. Kusuoka, D.W. Stroock, Precise asymptotics of certain Wiener functionals, J. Funct. Anal. 99 (1991) 1–74], and give an explicit formula for the first coefficient
The integral equations are exploited to determine the asymptotic behaviour of the first passage ...
Explicit asymptotic formulas for large time of expectations or distribution functions of exponential...
We consider the expected volume of the Wiener sausage on the time interval [0, t] associated with a ...
AbstractIn this article we present a method for developing certain Wiener integrals in an asymptotic...
Using a representation as an infinite linear combination of chisquare independent random variables, ...
We prove a general result on asymptotic expansions of densities for families of perturbed Wiener fu...
By combining the Malliavin calculus with Fourier techniques, we develop a high-order asymptotic expa...
We consider a functional on the Wiener space which is smooth and not degenerated in Malliavin sense ...
We prove a Taylor expansion of the density pε(y) of a Wiener functional Fε with Wiener-chaos decompo...
Abstract. We consider a functional on the Wiener space which is smooth and not degenerated in Mallia...
International audienceWe consider a functional on the Wiener space which is smooth and not degenerat...
The distribution function of the integral of the absolute value of the Brownian motion was expressed...
We study the local existence and regularity of the density of the law of a functional on the Wiener ...
International audienceWe study the local existence and regularity of the density of the law of a fun...
The integral equations are exploited to determine the asymptotic behaviour of the first passage ...
Explicit asymptotic formulas for large time of expectations or distribution functions of exponential...
We consider the expected volume of the Wiener sausage on the time interval [0, t] associated with a ...
AbstractIn this article we present a method for developing certain Wiener integrals in an asymptotic...
Using a representation as an infinite linear combination of chisquare independent random variables, ...
We prove a general result on asymptotic expansions of densities for families of perturbed Wiener fu...
By combining the Malliavin calculus with Fourier techniques, we develop a high-order asymptotic expa...
We consider a functional on the Wiener space which is smooth and not degenerated in Malliavin sense ...
We prove a Taylor expansion of the density pε(y) of a Wiener functional Fε with Wiener-chaos decompo...
Abstract. We consider a functional on the Wiener space which is smooth and not degenerated in Mallia...
International audienceWe consider a functional on the Wiener space which is smooth and not degenerat...
The distribution function of the integral of the absolute value of the Brownian motion was expressed...
We study the local existence and regularity of the density of the law of a functional on the Wiener ...
International audienceWe study the local existence and regularity of the density of the law of a fun...
The integral equations are exploited to determine the asymptotic behaviour of the first passage ...
Explicit asymptotic formulas for large time of expectations or distribution functions of exponential...
We consider the expected volume of the Wiener sausage on the time interval [0, t] associated with a ...
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