Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance

DOI10.15559/16-VMSTA49zbMath1352.60039arXiv1604.01628MaRDI QIDQ340816

Daryna Sobolieva, Alexei M. Kulik

Publication date: 15 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.01628

zbMATH Keywords

Brownian motionlocal timelarge deviations principleexponential moment

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Large deviations (60F10) Local time and additive functionals (60J55)

Cites Work

• Small perturbation of diffusions in inhomogeneous media
• Large deviation of diffusion processes with discontinuous drift and their occupation times.
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance