On the large deviation principle of generalized Brownian bridges
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Cites work
- scientific article; zbMATH DE number 3591122 (Why is no real title available?)
- Aronson's estimates and conditional diffusion processes
- Bias-correction of the maximum likelihood estimator for the -Brownian bridge
- Brownian bridges on Riemannian manifolds
- Karhunen-Loève expansions of \(\alpha\)-Wiener bridges
- Large deviations and the Strassen theorem in Hölder norm
- Large deviations for Bernstein bridges
- Large deviations for Markov bridges with jumps
- Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes
- On a one-parameter generalization of the Brownian bridge and associated quadratic functionals
- Sharp large deviations for the log-likelihood ratio of an \({\alpha}\)-Brownian bridge
- Stochastic differential equations. An introduction with applications.
Cited in
(5)- Large deviation expansion for maximum-likelihood estimator of α −Brownian bridge
- Some results on the generalized Brownian bridge
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- Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes
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