Large deviations for Bernstein bridges (Q265634)

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Large deviations for Bernstein bridges
scientific article

    Statements

    title
    Large deviations for Bernstein bridges (English)
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    author
    Nicolas Privault
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    Xiangfeng Yang
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    Jean-Claude Zambrini
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    publication date
    4 April 2016
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    60F10
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    60J65
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    35Q40
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    zbMATH DE Number
    6562528
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    OpenAlex ID
    W2174196235
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