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Occupation Time and Exact Asymptotics of Distributions of $L^p$-Functionals of the Ornstein–Uhlenbeck Processes, $p>0$ - MaRDI portal

Occupation Time and Exact Asymptotics of Distributions of $L^p$-Functionals of the Ornstein–Uhlenbeck Processes, $p>0$ (Q3556699)

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Occupation Time and Exact Asymptotics of Distributions of $L^p$-Functionals of the Ornstein–Uhlenbeck Processes, $p>0$
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    Occupation Time and Exact Asymptotics of Distributions of $L^p$-Functionals of the Ornstein–Uhlenbeck Processes, $p>0$ (English)
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    26 April 2010
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    large deviations
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    Gaussian processes
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    Markov processes
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    action functional
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    Ornstein-Uhlenbeck processes
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    Weber differential equation
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