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]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.