scientific article
From MaRDI portal
Publication:3064218
zbMath1205.60144MaRDI QIDQ3064218
V. R. Fatalov, Sergio A. Albeverio, Vladimir I. Piterbarg
Publication date: 21 December 2010
Full work available at URL: http://journal.ms.u-tokyo.ac.jp/abstract/jms160103.html
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic behaviorWiener processSchrödinger operatorsspectrumlarge deviation principleDirichlet formsLaplace methodsample meansojourn timesexponential potentialMacDonald function
Brownian motion (60J65) Large deviations (60F10) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)
Related Items (5)
A class of Lévy driven SDEs and their explicit invariant measures ⋮ Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals ⋮ Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions ⋮ Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise ⋮ Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity
This page was built for publication: