Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals

DOI10.1070/IM8575zbMath1404.60045OpenAlexW2799777178MaRDI QIDQ4568553

V. R. Fatalov

Publication date: 22 June 2018

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

Full work available at URL: https://doi.org/10.1070/im8575

zbMATH Keywords

Schrödinger operatorFeynman-Kac formulaBessel processesBessel functionAiry functionGirsanov's theoremsmall deviationsmulti-dimensional Wiener process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) (L^p)-limit theorems (60F25)

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