Exact Small Deviation Asymptotics for Some Brownian Functionals (Q5298805)

From MaRDI portal
scientific article; zbMATH DE number 6176060
Language Label Description Also known as
English
Exact Small Deviation Asymptotics for Some Brownian Functionals
scientific article; zbMATH DE number 6176060

    Statements

    Exact Small Deviation Asymptotics for Some Brownian Functionals (English)
    0 references
    0 references
    0 references
    14 June 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Bessel process
    0 references
    small deviations
    0 references
    Gaussian process
    0 references
    Brownian excursion
    0 references
    Brownian meander
    0 references
    Karhunen-Loève expansion
    0 references
    0 references
    0 references