Exact asymptotics of Laplace-type Wiener integrals for L^p-functionals
DOI10.1070/IM2010V074N01ABEH002485zbMATH Open1188.60026MaRDI QIDQ3552175FDOQ3552175
Authors: V. R. Fatalov 
Publication date: 13 April 2010
Published in: Izvestiya: Mathematics (Search for Journal in Brave)
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Gaussian processhypergeometric functionlarge deviationMarkov processoccupation timecovariance operatorgenerating operatorSchrödinger operator
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)
Cited In (15)
- Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions
- Some asymptotic formulas for the Bogoliubov Gaussian measure
- An application of the wiener functions to the dieichlet problem of the laplace equation
- Occupation times and exact asymptotics of small deviations of Bessel processes for $ L^p$-norms with $ p>0$
- 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 Laplace integrals on nonsmooth functions.
- Title not available (Why is that?)
- Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals
- 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
- Asymptotics for certain Wiener integrals associated with higher order differential operators
- Asymptotics of large deviations of Gaussian processes of Wiener type for $ L^p$-functionals, $ p>0$, and the hypergeometric function
- Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\)
- Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means
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