%0 Journal Article
%T Stochastic extrema as stationary phases of characteristic functions
%A S. Nikitin
%J Mathematics
%D 2008
%I arXiv
%X The paper is dealing with semi-classical asymptotics of a characteristic function for a stochastic process. The main technical tool is provided by the stationary phase method. The extremal range for a stochastic process is defined by limit values of the complex logarithm of the characteristic function. The paper also outlines a numerical method for calculating stochastic extrema.
%U http://arxiv.org/abs/0801.4726v1