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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zbMATH Keywords

large deviationsaction functionalFrechet differentiationoccupation time of Markov processesSchrödinger operator

Mathematics Subject Classification ID

Large deviations (60F10) Brownian motion (60J65) Discrete-time Markov processes on general state spaces (60J05)

Cited In (8)

• Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions
• Large deviations of the \(L^p\)-norm of a Wiener process with drift
• Exact asymptotics of Laplace-type Wiener integrals for \( L^p\)-functionals
• Ergodic means for large values of \(T\) and exact asymptotics of small deviations for a multi-dimensional Wiener process
• 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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