Large deviations of the L^p-norm of a Wiener process with drift
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Large deviations of the \(L^p\)-norm of a Wiener process with drift
Large deviations of the \(L^p\)-norm of a Wiener process with drift
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- scientific article; zbMATH DE number 3852168
- scientific article; zbMATH DE number 2115824
Cites work
- scientific article; zbMATH DE number 3816450 (Why is no real title available?)
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- scientific article; zbMATH DE number 4078393 (Why is no real title available?)
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- Exact asymptotics of large deviations for Gaussian measures on Hilbert space
- Gaussian large deviations of a smooth seminorm
- Gaussian measure of large balls in \(l_ p^ 1\)
- Gaussian measures on L\(_p\) spaces, \(1\leq p \leq \infty\)
- The Laplace method for probability measures in Banach spaces
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
- scientific article; zbMATH DE number 2115824 (Why is no real title available?)
- Weighted \(L^{p}\)-norms, \(p\geq 2\), for a Wiener process: exact asymptotics of small deviations
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