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Laplace Asymptotic Expansions for Gaussian Functional Integrals

   
@article{EJP35,
	author = {Ian Davies},
	title = {Laplace Asymptotic Expansions for Gaussian Functional Integrals},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {3},
	year = {1998},
	keywords = {Gaussian processes, asymptotic expansions, functional integrals.},
	abstract = {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.},
	pages = {no. 13, 1-19},
	issn = {1083-6489},
	doi = {10.1214/EJP.v3-35},    
        url = {http://ejp.ejpecp.org/article/view/35}}