Negative-order moments for $ L^p$-functionals of Wiener processes: exact asymptotics

DOI10.1070/IM2012v076n03ABEH002598zbMath1262.60027MaRDI QIDQ2901883

V. R. Fatalov

Publication date: 31 July 2012

Published in: Izvestiya: Mathematics (Search for Journal in Brave)

zbMATH Keywords

Schrödinger operatorlarge deviationsaction functionalFrechet differentiationoccupation time of Markov processes

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Brownian motion (60J65) Large deviations (60F10)

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Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure ⋮ Gaussian Ornstein-Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for \( L^{p}\)-functionals, \(0<p<\infty\)

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