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On the asymptotics of a Wiener integral
Published online by Cambridge University Press: 14 November 2011
Synopsis
Let mt(ω) be the range of a standard brownian bridge on R with ω(0) = ω(t) = 0 and let µt(ω) be the corresponding Wiener measure. We determine the asymptotic behaviour for large t of ∫ e−G(mt(ω)) µt(dω) for an increasing convex function G.
- Type
- Research Article
- Information
- Proceedings of the Royal Society of Edinburgh Section A: Mathematics , Volume 105 , Issue 1 , 1987 , pp. 195 - 198
- Copyright
- Copyright © Royal Society of Edinburgh 1987
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