Article ID Journal Published Year Pages File Type
4592029 Journal of Functional Analysis 2008 18 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory