Occupation times and exact asymptotics of small deviations of Bessel processes for $ L^p$-norms with $ p>0$
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Publication:5439922
DOI10.1070/IM2007v071n04ABEH002373zbMath1143.60052OpenAlexW2032731043MaRDI QIDQ5439922
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
Bessel processLaplace method\(L^p\)-normSmall deviationsOccupation timeExtremal problemIntegral functionalAction functionalExact asymptotic
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