Large deviations of conditioned diffusions and applications (Q2301479): Difference between revisions

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+Q3875016
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+Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes
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+Exact asymptotics for the probability of exit from a domain and applications to simulation
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+Asymptotics of hitting probabilities for general one-dimensional pinned diffusions
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+Pricing General Barrier Options: A Numerical Approach Using Sharp Large Deviations
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+Q4934370
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+On Sharp Large Deviations for the Bridge of a General Diffusion
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+Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion
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+Développement asymptotique du noyau de la chaleur hypoelliptique hors du cut-locus
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+Least action principle, heat propagation and subelliptic estimates on certain nilpotent groups
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+Weak approximation of killed diffusion using Euler schemes.
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+Brownian bridges on Riemannian manifolds
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+Majoration en temps petit de la densité d'une diffusion dégénérée
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+Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion)
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+Diffusion processes in a small time interval
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