scientific article; zbMATH DE number 3738630

MaRDI QIDQ3924915zbMATH OpenFDO

Authors A. Novikov

Publication date 1981

zbMATH Keywords

continuous transformations of a Wiener measureHilbert space-valued Gaussian processes

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Gaussian processes (60G15) Brownian motion (60J65)

Cited in

(5)

• Weighted \(L^{p}\)-norms, \(p\geq 2\), for a Wiener process: exact asymptotics of small deviations
• Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for L^p-functionals
• Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in the L p -norm, 2 ≤ p ≤ ∞
• Wiener process in a thin domain
• Averages in curvilinear boundaries of stochastic hyperbolic systems

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