Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance (Q340816): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q265263 |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 00:01, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance |
scientific article |
Statements
Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance (English)
0 references
15 November 2016
0 references
large deviations principle
0 references
Brownian motion
0 references
local time
0 references
exponential moment
0 references
