Victoria Steblovskaya scite author profile

This is the first part of a work on Laplace method for the asymptotics of integrals with respect to smooth measures and a large parameter developed in infinite dimensions. Here the case of finitely many (nondegenerate) minimum points is studied in details. Applications to large parameters behavior of expectations with respect to probability measures occurring in the study of systems of statistical mechanics and quantum field theory are mentioned.

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A model of financial market with several interacting assets. Complete market case

Albeverio

Steblovskaya

2002

Finance and Stochastics

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Victoria Steblovskaya

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A model of financial market with several interacting assets. Complete market case

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