Large deviations for the boundary local time of doubly reflected Brownian motion

DOI10.1016/j.spl.2014.09.004zbMath1319.60052arXiv1409.1972OpenAlexW2012339121MaRDI QIDQ2339560

Hongzhong Zhang, Rohini Kumar, Martin Forde

Publication date: 1 April 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.1972

zbMATH Keywords

Brownian motionlarge deviationslocal time

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10) Local time and additive functionals (60J55)

Related Items (6)

Game of Singular Stochastic Control and Strategic Exit ⋮ Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential ⋮ Lévy Processes with Two-Sided Reflection ⋮ Local time of an Ornstein–Uhlenbeck particle ⋮ Large Deviations for Additive Functionals of Reflected Jump-Diffusions ⋮ Large deviations of currents in diffusions with reflective boundaries

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