Asymptotics of Large Deviations for Wiener Random Fields in Lp-Norm, Nonlinear Hammerstein Equations, and High-Order Hyperbolic Boundary-Value Problems-Reference-Cited by-同舟云学术

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Asymptotics of Large Deviations for Wiener Random Fields in Lp-Norm, Nonlinear Hammerstein Equations, and High-Order Hyperbolic Boundary-Value Problems

Published:2003-01 Issue:4 Volume:47 Page:623-636
ISSN:0040-585X
Container-title:Theory of Probability & Its Applications
language:en
Short-container-title:Theory Probab. Appl.

Author:

Fatalov V. R.

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://epubs.siam.org/doi/pdf/10.1137/S0040585X97980026

Reference11 articles.

1. Large deviations of theL p-norm of a wiener process with drift

2. The Laplace method for probability measures in Banach spaces

3. Asymptotic analysis of Gaussian integrals. I. Isolated minimum points

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3. Integral functionals for the exponential of the wiener process and the Brownian bridge: Exact asymptotics and legendre functions;Mathematical Notes;2012-07

4. Exact asymptotics of distributions of integral functionals of the geometric Brownian motion and other related formulas;Problems of Information Transmission;2007-09

5. Letter to the Editors;Theory of Probability & Its Applications;2007-01

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