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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| English | Occupation time and exact asymptotics of distributions of \(L^p\)-functionals of the Ornstein-Uhlenbeck processes, \(p>0\) |
scientific article; zbMATH DE number 5701589 |
Statements
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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0.8628791570663452
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0.8414766788482666
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0.8347951173782349
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0.8028602004051208
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