On the large deviation principle of generalized Brownian bridges
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Publication:2352863
DOI10.1016/J.JMAA.2015.05.036zbMATH Open1318.60032OpenAlexW301136940MaRDI QIDQ2352863FDOQ2352863
Authors: Xiangfeng Yang 
Publication date: 6 July 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2015.05.036
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Cites Work
- Stochastic differential equations. An introduction with applications.
- Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes
- Large deviations and the Strassen theorem in Hölder norm
- Aronson's estimates and conditional diffusion processes
- Large deviations for Bernstein bridges
- Large deviations for Markov bridges with jumps
- Title not available (Why is that?)
- Brownian bridges on Riemannian manifolds
- Karhunen-Loève expansions of \(\alpha\)-Wiener bridges
- 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
- Bias-correction of the maximum likelihood estimator for the \(\alpha\)-Brownian bridge
Cited In (5)
- Large deviation expansion for maximum-likelihood estimator of α −Brownian bridge
- Large deviations for Brownian bridges with prescribed terminal densities
- Some results on the generalized Brownian bridge
- On the maximum of the generalized Brownian bridge
- Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes
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