Exact asymptotics of Laplace-type Wiener integrals for L^p-functionals

DOI10.1070/IM2010V074N01ABEH002485MaRDI QIDQ3552175zbMATH OpenFDO

Publication date 13 April 2010

Published in Izvestiya: Mathematics (Search for Journal in Brave)

Gaussian process hypergeometric function large deviation Markov process occupation time covariance operator generating operator Schrödinger operator

Mathematics Subject Classification ID

Large deviations (60F10) Brownian motion (60J65) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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(17)

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Ergodic means for large values of $T$ and exact asymptotics of small deviations for a multi-dimensional Wiener process
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Exact asymptotics of Laplace integrals on nonsmooth functions.
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Small deviations for two classes of Gaussian stationary processes and $L^p$-functionals, $0<p\leq\infty$
Asymptotics of large deviations of Gaussian processes of Wiener type for $ L^p$-functionals, $ p>0$, and the hypergeometric function
Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means

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