Large deviations for Markov bridges with jumps
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Publication:402947
DOI10.1016/j.jmaa.2014.02.031zbMath1309.60021OpenAlexW2043852276MaRDI QIDQ402947
Publication date: 29 August 2014
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.2014.02.031
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Related Items (4)
Large deviations for Bernstein bridges ⋮ Fluctuations of bridges, reciprocal characteristics and concentration of measure ⋮ Unnamed Item ⋮ On the large deviation principle of generalized Brownian bridges
Cites Work
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- Large deviations and the Malliavin calculus
- Brownian bridges on Riemannian manifolds
- Large deviations and the Strassen theorem in Hölder norm
- Aronson's estimates and conditional diffusion processes
- Large deviation estimate of transition densities for jump processes
- Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
- Markovian bridges and reversible diffusion processes with jumps
- Malliavin calculus for stable processes on homogeneous groups
- Reciprocal processes
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