Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4592029 | Journal of Functional Analysis | 2008 | 18 Pages |
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.
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Physical Sciences and Engineering
Mathematics
Algebra and Number Theory