Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance
Volume 3, Issue 1 (2016), pp. 95–103
Pub. online: 5 April 2016
Type: Research Article
Open Access
Open Access
Received
9 December 2015
9 December 2015
Revised
22 February 2016
22 February 2016
Accepted
29 February 2016
29 February 2016
Published
5 April 2016
5 April 2016
Abstract
We prove a large deviation type estimate for the asymptotic behavior of a weighted local time of $\varepsilon W$ as $\varepsilon \to 0$.
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