Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces

Sergio Albeverio, Haio Röckle, Victoria Steblovskaya

Stochastics and stochastics reports · 2000 · 23 citations · 29 references

Concepts

Abstract

An asymptotic expansion of Schilder-type integrals with general phase function on abstract Wiener spaces is given and good control on remainders is obtained. For Ornstein –Uhlenbeck semigroups perturbed by potentials on Banach spaces the asymptotic expansion is given in terms of explicitly discussed “classical orbits”, in the case of finitely many non-degenerate maxima of the phase function. A representation of the leading term by a solution of an infinite dimensional Sturm-Liouville problem is also provided

References

29