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Weighted \(L^{p}\)-norms, \(p\geq 2\), for a Wiener process: exact asymptotics of small deviations - MaRDI portal

Weighted \(L^{p}\)-norms, \(p\geq 2\), for a Wiener process: exact asymptotics of small deviations (Q2354941)

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Weighted \(L^{p}\)-norms, \(p\geq 2\), for a Wiener process: exact asymptotics of small deviations
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    Weighted \(L^{p}\)-norms, \(p\geq 2\), for a Wiener process: exact asymptotics of small deviations (English)
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    27 July 2015
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    small deviation probabilities
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    Wiener process
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    \(L^{p}\)-norms
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    stochastic integrals
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