Large deviations of conditioned diffusions and applications

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Publication:2301479

DOI10.1016/j.spa.2019.05.002zbMath1471.60034OpenAlexW2945928923WikidataQ127870701 ScholiaQ127870701MaRDI QIDQ2301479

Maurizia Rossi, Paolo Baldi, Lucia Caramellino

Publication date: 24 February 2020

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

Full work available at URL: https://doi.org/10.1016/j.spa.2019.05.002



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