Negative-order moments for $ L^p$-functionals of Wiener processes: exact asymptotics
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Publication:2901883
DOI10.1070/IM2012v076n03ABEH002598zbMath1262.60027MaRDI QIDQ2901883
Publication date: 31 July 2012
Published in: Izvestiya: Mathematics (Search for Journal in Brave)
Schrödinger operator; large deviations; action functional; Frechet differentiation; occupation time of Markov processes
60J05: Discrete-time Markov processes on general state spaces
60J65: Brownian motion
60F10: Large deviations
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