Ergodic means for large values of $ T$ and exact asymptotics of small deviations for a multi-dimensional Wiener process-Reference-Cited by-同舟云学术

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Ergodic means for large values of $ T$ and exact asymptotics of small deviations for a multi-dimensional Wiener process

Published:2013-12-23 Issue:6 Volume:77 Page:1224-1259
ISSN:1064-5632
Container-title:Izvestiya: Mathematics
language:
Short-container-title:Izv. Math.

Author:

Fatalov V R

Publisher

IOP Publishing

Subject

General Mathematics

Link

http://stacks.iop.org/1064-5632/77/i=6/a=1224/pdf

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Supremum of the Euclidean Norms of the Multidimensional Wiener Process and Brownian Bridge: Sharp Asymptotics of Probabilities of Large Deviations;Journal of Mathematical Sciences;2022-04

2. Small Deviation Probabilities for Sums of Independent Positive Random Variables;Vestnik St. Petersburg University, Mathematics;2020-07

3. Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $ L^p$-functionals;Izvestiya: Mathematics;2018-04-26

4. Brownian motion on $ \lbrack 0,\infty)$ with linear drift, reflected at zero: exact asymptotics for ergodic means;Sbornik: Mathematics;2017-07-31

5. Precise small deviations in L 2 of some Gaussian processes appearing in the regression context;Open Mathematics;2014-01-01

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