Large deviations of the L^p-norm of a Wiener process with drift

DOI10.1007/BF02675079zbMATH Open0970.60025MaRDI QIDQ1569786FDOQ1569786

Authors: V. R. Fatalov 

Publication date: 6 October 2001

Published in: Mathematical Notes (Search for Journal in Brave)

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zbMATH Keywords

Wiener processlarge deviationLegendre functions

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15)

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Cited In (4)

• Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions
• On the large values of the Wiener process
• Title not available (Why is that?)
• Weighted \(L^{p}\)-norms, \(p\geq 2\), for a Wiener process: exact asymptotics of small deviations

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