Occupation time and exact asymptotics of distributions of \(L^p\)-functionals of the Ornstein-Uhlenbeck processes, \(p>0\) (Q3556699)

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scientific article; zbMATH DE number 5701589
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    Occupation time and exact asymptotics of distributions of \(L^p\)-functionals of the Ornstein-Uhlenbeck processes, \(p>0\)
    scientific article; zbMATH DE number 5701589

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      Occupation Time and Exact Asymptotics of Distributions of $L^p$-Functionals of the Ornstein–Uhlenbeck Processes, $p>0$ (English)
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      26 April 2010
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      large deviations
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      Gaussian processes
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      Markov processes
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      action functional
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      Ornstein-Uhlenbeck processes
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      Weber differential equation
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