Geodesic
Functionals of random processes and infinite-dimensional oscillatory integrals connected with them
Izvestiya. Mathematics , Tome 40 (1993) no. 2, pp. 235-266.

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It is proved that the distributions of integral-type functionals of diffusion processes and Gaussian random fields are smooth. Exponential estimates are obtained for certain infinite-dimensional oscillatory integrals. 
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V. I. Bogachev. Functionals of random processes and infinite-dimensional oscillatory integrals connected with them. Izvestiya. Mathematics , Tome 40 (1993) no. 2, pp. 235-266. http://geodesic.mathdoc.fr/item/IM2_1993_40_2_a0/

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