Sharp large deviation for the energy of \(\alpha\)-Brownian bridge (Q2444213)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp large deviation for the energy of \(\alpha\)-Brownian bridge |
scientific article |
Statements
Sharp large deviation for the energy of \(\alpha\)-Brownian bridge (English)
0 references
9 April 2014
0 references
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.
0 references
large deviations
0 references
\(\alpha\)-Brownian bridge
0 references
change of measure
0 references
0 references
0 references
