Abstract.
A kind of Laplace’s method is developped for iterated stochastic integrals where integrators are complex standard Brownian motions. Then it is used to extend properties of Bougerol and Jeulin’s path transform in the random case when simple representations of complex semisimple Lie algebras are not supposed to be minuscule.
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Liorit, G. Laplace’s method for iterated complex Brownian integrals. Probab. Theory Relat. Fields 133, 18–42 (2005). https://doi.org/10.1007/s00440-004-0409-0
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DOI: https://doi.org/10.1007/s00440-004-0409-0