Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for L p-functionals, p > 0

Author: Fatalov V.  

Publisher: MAIK Nauka/Interperiodica

ISSN: 0032-9460

Source: Problems of Information Transmission, Vol.42, Iss.1, 2006-03, pp. : 46-63

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Abstract