Asymptotics of large deviations of Gaussian processes of Wiener type for L^p-functionals, p>0, and the hypergeometric function

DOI10.1070/SM2003V194N03ABEH000721zbMATH Open1062.60022OpenAlexW2042955449MaRDI QIDQ4658264FDOQ4658264

Authors: V. R. Fatalov 

Publication date: 16 March 2005

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

Full work available at URL: https://doi.org/10.1070/sm2003v194n03abeh000721

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Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Stationary stochastic processes (60G10) Brownian motion (60J65) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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• Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions
• Upper tail probabilities of integrated Brownian motions
• Sharp large deviation estimates for a certain class of sets on the Wiener space
• The Laplace method for small deviations of Gaussian processes of Wiener type
• Large deviations of the \(L^p\)-norm of a Wiener process with drift
• Exact asymptotics of Laplace-type Wiener integrals for \( L^p\)-functionals
• Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\)
• Negative-order moments for \( L^p\)-functionals of Wiener processes: exact asymptotics
• The strong law of large numbers for a Brownian polymer
• Title not available (Why is that?)
• Large deviations for Gaussian processes in Hölder norm
• Exact asymptotics of distributions of integral functionals of the geometric Brownian motion and other related formulas
• Exact \(L_{2}\)-small ball asymptotics of Gaussian processes and the spectrum of boundary-value problems
• A note on transient Gaussian fluid models
• Asymptotics of Large Deviations for Wiener Random Fields in L^p-Norm, Nonlinear Hammerstein Equations, and High-Order Hyperbolic Boundary-Value Problems
• Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\)

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