Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance (Q340816): Difference between revisions
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Property / author: Alexei M. Kulik / rank | |||
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Property / Mathematics Subject Classification ID: 60F10 / rank | |||
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Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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Property / Mathematics Subject Classification ID: 60J55 / rank | |||
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Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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Property / zbMATH DE Number: 6652947 / rank | |||
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large deviations principle | |||
Property / zbMATH Keywords: large deviations principle / rank | |||
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Brownian motion | |||
Property / zbMATH Keywords: Brownian motion / rank | |||
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local time | |||
Property / zbMATH Keywords: local time / rank | |||
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exponential moment | |||
Property / zbMATH Keywords: exponential moment / rank | |||
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Revision as of 06:08, 28 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance |
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Statements
Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance (English)
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15 November 2016
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large deviations principle
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Brownian motion
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local time
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exponential moment
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