Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance
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Publisher: VTeX - Solutions for Science Publishing, Journal: Modern Stochastics - Theory and Applications, Title: Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance, Authors: Alexei Kulik, Daryna Sobolieva , 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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