Sharp large deviation for the energy of \(\alpha\)-Brownian bridge (Q2444213)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp large deviation for the energy of \(\alpha\)-Brownian bridge |
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Sharp large deviation for the energy of \(\alpha\)-Brownian bridge (English)
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9 April 2014
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Summary: We study the sharp large deviations for the energy of \(\alpha\)-Brownian bridge. The full expansion of the tail probability of the energy is obtained by the change of measure.
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large deviations
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\(\alpha\)-Brownian bridge
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change of measure
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