Asymptotics of hitting probabilities for general one-dimensional pinned diffusions

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Publication:1872370


DOI10.1214/aoap/1031863181zbMath1015.60023MaRDI QIDQ1872370

Paolo Baldi, Lucia Caramellino

Publication date: 6 May 2003

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1031863181


60J60: Diffusion processes

60F10: Large deviations


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