Exact Small Deviation Asymptotics for Some Brownian Functionals (Q5298805)

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scientific article; zbMATH DE number 6176060
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Exact Small Deviation Asymptotics for Some Brownian Functionals
scientific article; zbMATH DE number 6176060

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