Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions (Q5744778)
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scientific article; zbMATH DE number 6542758
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions |
scientific article; zbMATH DE number 6542758 |
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Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions (English)
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19 February 2016
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Gaussian diffusion processes
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small ball probabilities
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algebraic Riccati equation
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logarithmic asymptotics
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Laplace transform
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Ornstein-Uhlenbeck process
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