Geodesic
Weighted $L^p$, $p\ge2$, for a wiener process: Exact asymptoties of small deviations
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 2 (2015), pp. 17-22

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Results concerning exact asymptotics for small deviation probabilities of a Wiener process in $L^p$-norm with a weight $p\ge2$ and for $L^p$-norms of trajectories of some stochastic integrals are proved in the paper. 
@article{VMUMM_2015_2_a2,
     author = {V. R. Fatalov},
     title = {Weighted $L^p$, $p\ge2$, for a wiener process: {Exact} asymptoties of small deviations},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {17--22},
     publisher = {mathdoc},
     number = {2},
     year = {2015},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMUMM_2015_2_a2/}
}
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V. R. Fatalov. Weighted $L^p$, $p\ge2$, for a wiener process: Exact asymptoties of small deviations. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 2 (2015), pp. 17-22. http://geodesic.mathdoc.fr/item/VMUMM_2015_2_a2/