Laplace Asymptotic Expansions for Gaussian Functional Integrals
نویسنده
چکیده
We obtain a Laplace asymptotic expansion, in orders of λ, of Eρx { G(λx)e −2F (λx)} } the expectation being with respect to a Gaussian process. We extend a result of Pincus [9] and build upon the previous work of Davies and Truman [1, 2, 3, 4]. Our methods differ from those of Ellis and Rosen [6, 7, 8] in that we use the supremum norm to simplify the application of the result. A.M.S. Classification: Primary 60G15, Secondary 41A60 Submitted to EJP on January 24, 1998. Final version accepted on September 21, 1998.
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