Occupation times and exact asymptotics of small deviations of Bessel processes for L^p-norms with p>0

DOI10.1070/IM2007V071N04ABEH002373MaRDI QIDQ5439922zbMATH OpenOpenAlexFDO

Authors V. R. Fatalov

Publication date 30 January 2008

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

Full work available at URL https://doi.org/10.1070/im2007v071n04abeh002373

zbMATH Keywords

\(L^p\)-normAction functionalBessel processExact asymptoticExtremal problemIntegral functionalLaplace methodOccupation timeSmall deviations

Mathematics Subject Classification ID

Brownian motion (60J65)

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Cited in

(5)

• Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large 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 ≤ ∞
• Moderate deviations for the Bessel clock
• Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions

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