An asymptotic property of a certain Brownian motion expectation for large time
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Cites work
- Asymptotic evaluation of certain markov process expectations for large time, II
- Asymptotics for the wiener sausage
- Behavior of some Wiener integrals as t and the density of states of Schrödinger equations with random potential
- scientific article; zbMATH DE number 3584694 (Why is no real title available?)
- scientific article; zbMATH DE number 3329342 (Why is no real title available?)
- On the spectral distributions of certain integro-differential operators with random potential
- Some limit theorems of Donsker-Varadhan type for Markov process expectations
- SPECTRA OF RANDOM SELF ADJOINT OPERATORS
Cited in
(6)- Stochastic analysis and random Schrödinger operators
- Large deviations for Brownian motion in a random potential
- Asymptotic behavior of the integrated density of states for random point fields associated with certain Fredholm determinants
- Quenched asymptotics for symmetric Lévy processes interacting with Poissonian fields
- Classical and quantum behavior of the integrated density of states for a randomly perturbed lattice
- Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential
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