Large deviations for Bernstein bridges

DOI10.1016/J.SPA.2015.11.003MaRDI QIDQ265634zbMATH OpenOpenAlexFDO

Authors Nicolas Privault, Xiangfeng Yang, Jean-Claude Zambrini

Publication date 4 April 2016

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2015.11.003

zbMATH Keywords

large deviationsBernstein bridgesGirsanov transformationrate functionSchrödinger operator

Mathematics Subject Classification ID

Large deviations (60F10) Brownian motion (60J65) PDEs in connection with quantum mechanics (35Q40)

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Cited in

(5)

• On the large deviation principle of generalized Brownian bridges
• From second-order differential geometry to stochastic geometric mechanics
• Fluctuations of bridges, reciprocal characteristics and concentration of measure
• Large deviations for Brownian bridges with prescribed terminal densities
• Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes

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