Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance (Q340816): Difference between revisions

@@ Property / author @@
-Alexei M. Kulik
@@ Property / author: Alexei M. Kulik / rank @@
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@@ Property / author @@
+Alexei M. Kulik
@@ Property / author: Alexei M. Kulik / rank @@
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+F10
@@ Property / Mathematics Subject Classification ID: 60F10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J65
@@ Property / Mathematics Subject Classification ID: 60J65 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J55
@@ Property / Mathematics Subject Classification ID: 60J55 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
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+6652947
@@ Property / zbMATH DE Number: 6652947 / rank @@
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@@ Property / zbMATH Keywords @@
+large deviations principle
@@ Property / zbMATH Keywords: large deviations principle / rank @@
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@@ Property / zbMATH Keywords @@
+Brownian motion
@@ Property / zbMATH Keywords: Brownian motion / rank @@
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@@ Property / zbMATH Keywords @@
+local time
@@ Property / zbMATH Keywords: local time / rank @@
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@@ Property / zbMATH Keywords @@
+exponential moment
@@ Property / zbMATH Keywords: exponential moment / rank @@
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+.01628
@@ Property / arXiv ID: 1604.01628 / rank @@
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+Large deviation of diffusion processes with discontinuous drift and their occupation times.
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+Small perturbation of diffusions in inhomogeneous media
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