Occupation Time and Exact Asymptotics of Distributions of $L^p$-Functionals of the Ornstein–Uhlenbeck Processes, $p>0$

DOI10.1137/S0040585X97983407zbMath1191.60032MaRDI QIDQ3556699

V. R. Fatalov

Publication date: 26 April 2010

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

Gaussian processesMarkov processeslarge deviationsaction functionalOrnstein-Uhlenbeck processesWeber differential equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Diffusion processes (60J60) Large deviations (60F10)

Related Items (5)

Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals ⋮ Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means ⋮ Perturbation theory series in quantum mechanics: phase transition and exact asymptotic forms for the expansion coefficients ⋮ Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\) ⋮ Gaussian Ornstein-Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for \( L^{p}\)-functionals, \(0<p<\infty\)

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