V. R. Fatalov

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Person:378539

Available identifiers

zbMath Open fatalov.vadim-rolandovichMaRDI QIDQ378539

List of research outcomes





PublicationDate of PublicationType
Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations2022-06-07Paper
Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in the L p -norm, 2 ≤ p ≤ ∞2020-09-11Paper
Functional integrals for the Bogoliubov Gaussian measure: exact asymptotic forms2018-10-15Paper
Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals2018-06-22Paper
Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means2017-12-04Paper
Exact Laplace-type asymptotic formulas for the Bogoliubov Gaussian measure: the set of minimum points of the action functional2017-11-03Paper
Weighted \(L^{p}\)-norms, \(p\geq 2\), for a Wiener process: exact asymptotics of small deviations2015-07-27Paper
Gaussian Ornstein-Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for \( L^{p}\)-functionals, \(0<p<\infty\)2015-07-03Paper
Letter to the Editors2015-06-15Paper
The Laplace method for Gaussian measures and integrals in Banach spaces2015-03-17Paper
On the Laplace method for Gaussian measures in a Banach space2014-08-27Paper
Perturbation theory series in quantum mechanics: phase transition and exact asymptotic forms for the expansion coefficients2014-05-08Paper
Ergodic means for large values of $ T$ and exact asymptotics of small deviations for a multi-dimensional Wiener process2014-02-04Paper
Asymptotic behavior of small deviations for Bogoliubov's Gaussian measure in the \(L^{p}\) norm, \(2 \leq p \leq \infty\)2014-01-24Paper
Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure2013-11-12Paper
Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions2013-02-22Paper
Negative-order moments for \( L^p\)-functionals of Wiener processes: exact asymptotics2012-07-31Paper
Large deviations for distributions of sums of random variables: Markov chain method2012-05-09Paper
Exact asymptotics of probabilities of large deviations for Markov chains: the Laplace method2011-10-10Paper
Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\)2011-01-25Paper
https://portal.mardi4nfdi.de/entity/Q30642182010-12-21Paper
Occupation time and exact asymptotics of distributions of \(L^p\)-functionals of the Ornstein-Uhlenbeck processes, \(p>0\)2010-04-26Paper
Exact asymptotics of Laplace-type Wiener integrals for \( L^p\)-functionals2010-04-13Paper
Some asymptotic formulas for the Bogoliubov Gaussian measure2009-03-02Paper
Exact asymptotics of small deviations for the non-stationary Ornstein-Uhlenbeck process in \(L^p\)-norm, \(p\geq 2\)2008-11-25Paper
Exact asymptotics of distributions of integral functionals of the geometric Brownian motion and other related formulas2008-06-09Paper
Occupation times and exact asymptotics of small deviations of Bessel processes for $ L^p$-norms with $ p>0$2008-01-30Paper
Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\)2006-08-16Paper
The Laplace method for small deviations of Gaussian processes of Wiener type2005-09-28Paper
Point asymptotics for probabilities of large deviations of the \(\omega^2\) statistics in verification of the symmetry hypothesis2005-05-23Paper
Large deviations for Gaussian processes in Hölder norm2005-05-17Paper
Asymptotics of large deviations of Gaussian processes of Wiener type for $ L^p$-functionals, $ p>0$, and the hypergeometric function2005-03-16Paper
Precise Laplace-Type Asymptotics for Moderate Deviations of the Distributions of Sums of Independent Banach-Valued Random Elements2004-12-16Paper
Asymptotics of Large Deviations for Wiener Random Fields in Lp-Norm, Nonlinear Hammerstein Equations, and High-Order Hyperbolic Boundary-Value Problems2004-12-16Paper
Constants in the asymptotics of small deviation probabilities for Gaussian processes and fields2004-11-29Paper
The Laplace method for computing exact asymptotics of distributions of integral statistics.2003-02-10Paper
Large deviations of the \(L^p\)-norm of a Wiener process with drift2001-10-06Paper
https://portal.mardi4nfdi.de/entity/Q43965471998-12-20Paper
https://portal.mardi4nfdi.de/entity/Q43867761998-05-04Paper
https://portal.mardi4nfdi.de/entity/Q43752661998-02-01Paper
The Laplace method for probability measures in Banach spaces1997-09-18Paper
Gaussian probabilities of large deviation for fixed or increasing dimension1995-12-12Paper
Asymptotics of large deviation probabilities for Gaussian fields: Applications1995-09-11Paper
Asymptotics of large deviation probabilities for Gaussian fields1995-05-17Paper
Exact asymptotics of large deviations for Gaussian measures on Hilbert space1995-05-17Paper
https://portal.mardi4nfdi.de/entity/Q32011451990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33594691990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33302351983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36816571983-01-01Paper

Research outcomes over time

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