Occupation times and exact asymptotics of small deviations of Bessel processes for $ L^p$-norms with $ p>0$ (Q5439922)
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scientific article; zbMATH DE number 5231348
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English | Occupation times and exact asymptotics of small deviations of Bessel processes for $ L^p$-norms with $ p>0$ |
scientific article; zbMATH DE number 5231348 |
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Occupation times and exact asymptotics of small deviations of Bessel processes for $ L^p$-norms with $ p>0$ (English)
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30 January 2008
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Occupation time
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Exact asymptotic
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Small deviations
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Integral functional
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Bessel process
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\(L^p\)-norm
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Laplace method
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Extremal problem
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Action functional
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