Asymptotics of parameterized exponential integrals given by Brownian motion on globally subanalytic sets

Abstract

We consider parameterized exponential integrals coming from the time evolution of the probability distribution of Brownian motion on globally subanalytic sets. We establish definability results and asymptotic expansions.

Classical Analysis, Complex Variables, Logic

References in corpus (3)

• Stability under integration of sums of products of real globally subanalytic functions and their logarithms
• The Riemann Mapping Theorem for semianalytic domains and o-minimality
• The Dirichlet problem in the plane with semianalytic raw data, quasianalyticity and o-minimal structures