Large deviations of conditioned diffusions and applications (Q2301479)

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Large deviations of conditioned diffusions and applications
scientific article

    Statements

    title
    Large deviations of conditioned diffusions and applications (English)
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    author
    Paolo Baldi
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    Lucia Caramellino
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    Maurizia Rossi
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    publication date
    24 February 2020
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    zbMATH Keywords
    large deviations
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    conditioned diffusions
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    exit times
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    Identifiers

    zbMATH DE Number
    7173238
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