Weighted \(L^{p}\)-norms, \(p\geq 2\), for a Wiener process: exact asymptotics of small deviations (Q2354941)
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scientific article; zbMATH DE number 6465270
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| English | Weighted \(L^{p}\)-norms, \(p\geq 2\), for a Wiener process: exact asymptotics of small deviations |
scientific article; zbMATH DE number 6465270 |
Statements
Weighted \(L^{p}\)-norms, \(p\geq 2\), for a Wiener process: exact asymptotics of small deviations (English)
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27 July 2015
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small deviation probabilities
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Wiener process
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\(L^{p}\)-norms
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stochastic integrals
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0.8176730871200562
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0.8119053840637207
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0.8020655512809753
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0.80075603723526
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0.7998773455619812
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