References of "Caramellino, Lucia"
     in
Bookmark and Share    
Full Text
Peer Reviewed
See detailOn Sharp Large Deviations for the bridge of a general Diffusion
Baldi, Paolo; Caramellino, Lucia; Rossi, Maurizia UL

in In memoriam Marc Yor - Séminaire de Probabilités XLVII, Lecture Notes in Mathematics (2015)

Detailed reference viewed: 118 (7 UL)
Full Text
See detailLarge Deviation asymptotics for the exit from a domain of the bridge of a general Diffusion
Baldi, Paolo; Caramellino, Lucia; Rossi, Maurizia UL

E-print/Working paper (2014)

Detailed reference viewed: 47 (3 UL)