Exact asymptotics of distributions of integral functionals of the geometric Brownian motion and other related formulas (Q927478): Difference between revisions

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+Stochastic differential equations. An introduction with applications.
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+Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions
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+The Laplace method for probability measures in Banach spaces
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+Asymptotics of large deviations of Gaussian processes of Wiener type for $ L^p$-functionals, $ p&gt;0$, and the hypergeometric function
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+The Laplace method for computing exact asymptotics of distributions of integral statistics.
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