Laplace's method for iterated complex Brownian integrals

• 成果类型: Article
• 署名作者: Liorit, G
• 署名单位: Universite de Poitiers
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-004-0409-0
• 发表日期: 2005
• 页码: 18-42
• 关键词: representation; paths; SPACE

摘要

A kind of Laplace's method is developped for iterated stochastic integrals where integrators are complex standard Brownian motions. Then it is used to extend properties of Bougerol and Jeulin's path transform in the random case when simple representations of complex semisimple Lie algebras are not supposed to be minuscule.