Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance (Q340816)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance |
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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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