An explicit local uniform large deviation bound for Brownian bridges

DOI10.1016/j.spl.2005.02.013zbMath1080.60503OpenAlexW2012124484MaRDI QIDQ2573989

Olaf Wittich

Publication date: 25 November 2005

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

Full work available at URL: https://doi.org/10.1016/j.spl.2005.02.013

zbMATH Keywords

time reversalRauch's comparison theorem

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (7)

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Cites Work

• Large deviations and the Malliavin calculus
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