Asymptotics of hitting probabilities for general one-dimensional pinned diffusions (Q1872370)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of hitting probabilities for general one-dimensional pinned diffusions |
scientific article |
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Asymptotics of hitting probabilities for general one-dimensional pinned diffusions (English)
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6 May 2003
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conditioned diffusions
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sharp large deviation estimates
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exit time probabilities
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