Occupation time and exact asymptotics of distributions of L^p-functionals of the Ornstein-Uhlenbeck processes, p>0

DOI10.1137/S0040585X97983407MaRDI QIDQ3556699zbMATH OpenFDO

Publication date 26 April 2010

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

Full work available at URL https://doi.org/10.1137/S0040585X97983407

action functional Gaussian processes large deviations Markov processes Ornstein-Uhlenbeck processes Weber differential equation

Mathematics Subject Classification ID

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

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(13)

Comportement asymptotique du temps d'occupation du processus des sommes partielles. (Asymptotical behavior of the occupation time of partial sums)
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Gaussian Ornstein-Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for $ L^{p}$-functionals, $0<p<\infty$
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, $p>0$
Probability distribution of an integral quadratic functional on the trajectories of a complex-valued Ornstein-Uhlenbeck process
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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
On upper functions for integral quadratic functionals based on time-varying Ornstein-Uhlenbeck process
Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in the L p -norm, 2 ≤ p ≤ ∞
Occupation times and exact asymptotics of small deviations of Bessel processes for $ L^p$-norms with $ p>0$
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