Large deviations for the Bessel clock

DOI10.2307/3318743MaRDI QIDQ5937015zbMATH OpenOpenAlexFDO

Authors Marc Yor, Marguerite Zani

Publication date 24 September 2002

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bj/1080222082

zbMATH Keywords

large deviationsBrownian motionBessel processfunctional limit theoremBessel clock

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

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Cited in

(9)

• Invariance principles for clocks
• Large Deviations for Clocks of Self-similar Processes
• Moderate deviations for the Bessel clock
• On sharp large deviations for the bridge of a general diffusion
• Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes
• Stationary local random countable sets over the Wiener noise
• On regularity properties of Bessel flow
• Large deviations for squared radial Ornstein-Uhlenbeck processes.
• Wright-Fisher diffusion with negative mutation rates

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