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

Occupation times and exact asymptotics of small deviations of Bessel processes for $ L^p$-norms with $ p>0$ (Q5439922)

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scientific article; zbMATH DE number 5231348
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Occupation times and exact asymptotics of small deviations of Bessel processes for $ L^p$-norms with $ p>0$
scientific article; zbMATH DE number 5231348

    Statements

    Occupation times and exact asymptotics of small deviations of Bessel processes for $ L^p$-norms with $ p>0$ (English)
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    30 January 2008
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    Occupation time
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    Exact asymptotic
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    Small deviations
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    Integral functional
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    Bessel process
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    \(L^p\)-norm
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    Laplace method
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    Extremal problem
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    Action functional
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