Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions

Sergey V. Lototsky, M. Moers. Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions. Asymptotic Analysis, 95(3-4):345-374, 2015. [doi]

Authors

Sergey V. Lototsky

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M. Moers

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