scientific article

zbMath1164.60024MaRDI QIDQ3541525

V. R. Fatalov

Publication date: 25 November 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

application of Girsanov formulaprocesses with positive order

Mathematics Subject Classification ID

Gaussian processes (60G15) Random measures (60G57)

Related Items (5)

Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals ⋮ Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\) ⋮ Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in the L p -norm, 2 ≤ p ≤ ∞ ⋮ Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\) ⋮ Gaussian Ornstein-Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for \( L^{p}\)-functionals, \(0<p<\infty\)

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