Large deviations for Bernstein bridges (Q265634): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60F10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 35Q40 / rank | |||
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| Property / zbMATH DE Number | |||
| 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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large deviations | |||
| Property / zbMATH Keywords: large deviations / rank | |||
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Girsanov transformation | |||
| Property / zbMATH Keywords: Girsanov transformation / rank | |||
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rate function | |||
| Property / zbMATH Keywords: rate function / rank | |||
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Schrödinger operator | |||
| Property / zbMATH Keywords: Schrödinger operator / rank | |||
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Revision as of 14:23, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for Bernstein bridges |
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Statements
Large deviations for Bernstein bridges (English)
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4 April 2016
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Bernstein bridges
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large deviations
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Girsanov transformation
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rate function
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Schrödinger operator
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