The Laplace method for probability measures in Banach spaces
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(36)- Laplace's method for iterated complex Brownian integrals
- Some asymptotic formulas for the Bogoliubov Gaussian measure
- Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions
- Generalized Fresnel integrals
- Upper tail probabilities of integrated Brownian motions
- A characterization of probabilities with full support and the Laplace method
- Large deviations for distributions of sums of random variables: Markov chain method
- Large deviations of the L^p-norm of a Wiener process with drift
- Two-dimensional Parisian ruin problem and evaluation of Pickands type constants
- Extremes of the standardized Gaussian noise
- Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM
- Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for L^p-functionals
- ASYMPTOTICS OF INFINITE-DIMENSIONAL INTEGRALS WITH RESPECT TO SMOOTH MEASURES I
- Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces
- Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\)
- The Laplace method for Gaussian measures and integrals in Banach spaces
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- scientific article; zbMATH DE number 3980111 (Why is no real title available?)
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- Scalable methods for computing sharp extreme event probabilities in infinite-dimensional stochastic systems
- On the Laplace method for Gaussian measures in a Banach space
- \(L^{p}\)-norms, log-barriers and Cramer transform in optimization
- Functional integrals for the Bogoliubov Gaussian measure: exact asymptotic forms
- Exact Laplace-type asymptotic formulas for the Bogoliubov Gaussian measure: the set of minimum points of the action functional
- Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations
- Symmetries and zero modes in sample path large deviations
- Extremes of Gaussian processes over an infinite horizon
- A stochastic Taylor-like expansion in the rough path theory
- Laplace's method for the laws of heat processes on loop spaces
- Exact asymptotics of distributions of integral functionals of the geometric Brownian motion and other related formulas
- Asymptotics of Gaussian integrals in infinite dimensions
- Perturbation theory series in quantum mechanics: phase transition and exact asymptotic forms for the expansion coefficients
- Extremes of aggregated Dirichlet risks
- Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure
- Asymptotic expansions for the Laplace approximations of sums of Banach space-valued random variables
- Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means
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