Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions
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Publication:1938632
DOI10.1134/S0001434612070103zbMath1277.60095OpenAlexW2059559355MaRDI QIDQ1938632
Publication date: 22 February 2013
Published in: Mathematical Notes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0001434612070103
Banach spacesWiener processBrownian bridgesecond-order differential operatorGaussian measuresasymptotic formulaeLaplace-type integral
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Cites Work
- Exact asymptotics of distributions of integral functionals of the geometric Brownian motion and other related formulas
- Laplace's method for Gaussian integrals with an application to statistical mechanics
- Large deviations of the \(L^p\)-norm of a Wiener process with drift
- Laplace approximations for large deviations of diffusion processes on Euclidean spaces
- Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\)
- Exact asymptotics of Laplace-type Wiener integrals for $ L^p$-functionals
- Asymptotic Analysis of Gaussian Integrals. I. Isolated Minimum Points
- On some exponential functionals of Brownian motion
- Precise Laplace-Type Asymptotics for Moderate Deviations of the Distributions of Sums of Independent Banach-Valued Random Elements
- The Laplace method for probability measures in Banach spaces
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