DOI10.1080/17442508808833488zbMath0637.60036MaRDI QIDQ3777158
Tzuu-Shuh Chiang, Shuenn-Jyi Sheu
Publication date: 1988 Published in: Stochastics (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1080/17442508808833488
zbMATH Keywords
Ornstein-Uhlenbeck process; large deviation principle
Mathematics Subject Classification ID
60J25: Continuous-time Markov processes on general state spaces
60F10: Large deviations
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