Occupation times and exact asymptotics of small deviations of Bessel processes for
Izvestiya. Mathematics , Tome 71 (2007) no. 4, pp. 721-752
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We prove theorems on exact asymptotics of the distributions of integral
functionals of the occupation time of Bessel processes. Using these results,
we obtain exact asymptotics of small deviations for Bessel processes
in the $L^p$-norm. We use Laplace's method for the occupation times of Markov
processes with continuous time. Computations are carried out for $p=2$
and $p=1$. We also solve extremal problems for the action functional.
@article{IM2_2007_71_4_a2,
author = {V. R. Fatalov},
title = {Occupation times and exact asymptotics of small deviations of {Bessel} processes for},
journal = {Izvestiya. Mathematics },
pages = {721--752},
publisher = {mathdoc},
volume = {71},
number = {4},
year = {2007},
language = {en},
url = {http://geodesic.mathdoc.fr/item/IM2_2007_71_4_a2/}
}
V. R. Fatalov. Occupation times and exact asymptotics of small deviations of Bessel processes for. Izvestiya. Mathematics , Tome 71 (2007) no. 4, pp. 721-752. http://geodesic.mathdoc.fr/item/IM2_2007_71_4_a2/