Large deviations for Bernstein bridges (Q265634): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2015.11.003
@@ Property / DOI: 10.1016/j.spa.2015.11.003 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F10
@@ Property / Mathematics Subject Classification ID: 60F10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J65
@@ Property / Mathematics Subject Classification ID: 60J65 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+Q40
@@ Property / Mathematics Subject Classification ID: 35Q40 / rank @@
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@@ Property / zbMATH DE Number @@
+6562528
@@ Property / zbMATH DE Number: 6562528 / rank @@
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@@ Property / zbMATH Keywords @@
+Bernstein bridges
@@ Property / zbMATH Keywords: Bernstein bridges / rank @@
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@@ Property / zbMATH Keywords @@
+large deviations
@@ Property / zbMATH Keywords: large deviations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Girsanov transformation
@@ Property / zbMATH Keywords: Girsanov transformation / rank @@
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@@ Property / zbMATH Keywords @@
+rate function
@@ Property / zbMATH Keywords: rate function / rank @@
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@@ Property / zbMATH Keywords @@
+Schrödinger operator
@@ Property / zbMATH Keywords: Schrödinger operator / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2015.11.003
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@@ Property / OpenAlex ID @@
+W2174196235
@@ Property / OpenAlex ID: W2174196235 / rank @@
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@@ Property / cites work @@
+Large deviations and the Strassen theorem in Hölder norm
+Normal rank
@@ Property / cites work @@
+Representations of multidimensional linear process bridges
+Normal rank
@@ Property / cites work @@
+An explicit expression for the distribution of the supremum of brownian motion with a change point
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+Q4391441
@@ Property / cites work: Q4391441 / rank @@
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@@ Property / cites work @@
+Functional Integration and Partial Differential Equations. (AM-109)
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+Q4225410
@@ Property / cites work: Q4225410 / rank @@
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+Q5436606
@@ Property / cites work: Q5436606 / rank @@
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@@ Property / cites work @@
+The theory of stochastic processes. III.
@@ Property / cites work: The theory of stochastic processes. III. / rank @@
+Normal rank
@@ Property / cites work @@
+Brownian bridges on Riemannian manifolds
@@ Property / cites work: Brownian bridges on Riemannian manifolds / rank @@
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@@ Property / cites work @@
+Reciprocal processes
@@ Property / cites work: Reciprocal processes / rank @@
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@@ Property / cites work: Q4002114 / rank @@
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+From the Schrödinger problem to the Monge-Kantorovich problem
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+Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
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@@ Property / cites work: Q4805362 / rank @@
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+An explicit local uniform large deviation bound for Brownian bridges
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@@ Property / cites work @@
+Large deviations for Markov bridges with jumps
@@ Property / cites work: Large deviations for Markov bridges with jumps / rank @@
+Normal rank
@@ Property / cites work @@
+Large time behavior of Schrödinger heat kernels and applications
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@@ Property / DOI @@
+.1016/J.SPA.2015.11.003
@@ Property / DOI: 10.1016/J.SPA.2015.11.003 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:265634