Asymptotic behavior of the sample mean of a function of the Wiener process and the MacDonald function

Journal of Mathematical Sciences

Albeverio, Sergio¹  Piterbarg, Vladimir I.¹  Fatalov, Vadim¹ 

关键词: Asymptotic behaviors;    Sample mean;    Wiener process;    MacDonald function;    sojourn times;    Laplace method;    Large deviation principle;    Dirichlet forms;    Schr"{o}dinger operators;    spectrum;    exponential potential.;   

DOI  :  

学科分类：数学（综合）

来源: University of Tokyo * Department of Mathematical Sciences

【 摘 要 】

ExplicitasymptoticformulasforlargetimeofexpectationsordistributionfunctionsofexponentialfunctionalsofBrownianmotionintermsofMacDonald'sfunctionareproven.

【 授权许可】

Unknown