Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions (Q5744778)
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scientific article; zbMATH DE number 6542758
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| English | Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions |
scientific article; zbMATH DE number 6542758 |
Statements
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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0.7525466084480286
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0.7476969957351685
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0.7475231289863586
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0.7454562187194824
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0.7255604267120361
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