Title of article
A remark on the asymptotic expansion of density function of Wiener functionals
Author/Authors
Shigeo Kusuoka، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
18
From page
2545
To page
2562
Abstract
We 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.
© 2008 Published by Elsevier Inc
Keywords
Malliavin Calculus , asymptotic expansion
Journal title
Journal of Functional Analysis
Serial Year
2008
Journal title
Journal of Functional Analysis
Record number
839742
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