Van Vleck-Pauli formula for Wiener integrals and Jacobi fields

Nobuyuki Ikeda and Shojiro Manabe
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Nobuyuki Ikeda: Ritsumeikan University, Department of Computer Science
Shojiro Manabe: Osaka University, Department of Mathematics, Graduate School of Science

A chapter in Itô’s Stochastic Calculus and Probability Theory, 1996, pp 141-156 from Springer

Abstract: Abstract In this paper, we are concerned with the explicit evaluation of Wiener integrals from the viewpoint of geometry of the space of paths. Our main purpose is to emphasize the close ties between explicit expressions of Wiener integrals associated with quadratic functionals and aspects of the theory of Jacobi fields.

Keywords: Critical Path; Wiener Space; Volterra Operator; Jacobi Field; Classical Path (search for similar items in EconPapers)
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-4-431-68532-6_9

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DOI: 10.1007/978-4-431-68532-6_9

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