Negative-order moments for L^p-functionals of Wiener processes: exact asymptotics
DOI10.1070/IM2012V076N03ABEH002598zbMATH Open1262.60027MaRDI QIDQ2901883FDOQ2901883
Authors: V. R. Fatalov 
Publication date: 31 July 2012
Published in: Izvestiya: Mathematics (Search for Journal in Brave)
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- Large deviations of the \(L^p\)-norm of a Wiener process with drift
- Exact asymptotics of Laplace-type Wiener integrals for \( L^p\)-functionals
- On the asymptotics of a Wiener integral
- Gaussian Ornstein-Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for \( L^{p}\)-functionals, \(0<p<\infty\)
- Exact asymptotics of distributions of integral functionals of the geometric Brownian motion and other related formulas
- Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure
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