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Asymptotic expansions of Laplace integrals on the Wiener space in the degenerate case. (Développements asymptotiques d’intégrales de Laplace sur l’espace de Wiener dans le cas dégénéré.) (French) Zbl 0791.60051

Summary: We study the asymptotic expansions of Laplace integrals on the Wiener space at the neighbourhood of an isolate degenerate minimum, according to the form of the Newton polyhedron. We give the expansion in the case of one finite face, then indicate how to reduce progressively the number of faces.

MSC:

60H99 Stochastic analysis
60G99 Stochastic processes