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arXiv · 1604.01628

Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance

Alexei Kulik·Daryna Sobolieva
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Abstract

We prove a large deviation type estimate for the asymptotic behavior of a weighted local time of $\varepsilon W$ as $\varepsilon\to0$.

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Alexei Kulik, Daryna Sobolieva. 2016-04-06. Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance. https://doi.org/10.15559/16-vmsta49

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