Exact Small Deviation Asymptotics for Some Brownian Functionals

DOI10.1137/S0040585X97985790zbMath1278.60072arXiv1104.2891OpenAlexW1963548058MaRDI QIDQ5298805

R. S. Pusev, Yakov Yu. Nikitin

Publication date: 14 June 2013

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.2891

zbMATH Keywords

Bessel processGaussian processBrownian excursionsmall deviationsBrownian meanderKarhunen-Loève expansion

Mathematics Subject Classification ID

Gaussian processes (60G15) Diffusion processes (60J60) Large deviations (60F10) Foundations of stochastic processes (60G05)

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