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1998 Laplace Asymptotic Expansions for Gaussian Functional Integrals
Ian Davies
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Electron. J. Probab. 3: 1-19 (1998). DOI: 10.1214/EJP.v3-35


We obtain a Laplace asymptotic expansion, in orders of $\lambda$, of $$ E^\rho_x \left\{ G(\lambda x) e^{-\lambda ^{-2} F(\lambda x)}\right\}$$ the expectation being with respect to a Gaussian process. We extend a result of Pincus and build upon the previous work of Davies and Truman. Our methods differ from those of Ellis and Rosen in that we use the supremum norm to simplify the application of the result.


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Ian Davies. "Laplace Asymptotic Expansions for Gaussian Functional Integrals." Electron. J. Probab. 3 1 - 19, 1998.


Accepted: 21 September 1998; Published: 1998
First available in Project Euclid: 29 January 2016

zbMATH: 0910.60027
MathSciNet: MR1646472
Digital Object Identifier: 10.1214/EJP.v3-35

Primary: 60G15
Secondary: 41A60

Keywords: asymptotic expansions , Functional integrals , Gaussian processes

Vol.3 • 1998
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