Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals (Q4568553)
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scientific article; zbMATH DE number 6893089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals |
scientific article; zbMATH DE number 6893089 |
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Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals (English)
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22 June 2018
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Bessel processes
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Feynman-Kac formula
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multi-dimensional Wiener process
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Girsanov's theorem
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small deviations
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Schrödinger operator
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Airy function
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Bessel function
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