Large deviations for Bernstein bridges
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Publication:265634
DOI10.1016/j.spa.2015.11.003zbMath1335.60029OpenAlexW2174196235MaRDI QIDQ265634
Nicolas Privault, Xiangfeng Yang, Jean-Claude Zambrini
Publication date: 4 April 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2015.11.003
Related Items (4)
Fluctuations of bridges, reciprocal characteristics and concentration of measure ⋮ From second-order differential geometry to stochastic geometric mechanics ⋮ Unnamed Item ⋮ On the large deviation principle of generalized Brownian bridges
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