On Sharp Large Deviations for the bridge of a general Diffusion

Contribution to collective works (Parts of books)

Baldi, Paolo; Caramellino, Lucia; ROSSI, Maurizia

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

Peer reviewed

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https://hdl.handle.net/10993/24085

sharp LD.pdf

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Disciplines :

Mathematics

Author, co-author :

Baldi, Paolo; University of Rome Tor Vergata > Mathematics > Full Professor

Caramellino, Lucia; University of Rome Tor Vergata > Mathematics > Professor

ROSSI, Maurizia ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit

External co-authors :

yes

Language :

English

Title :

On Sharp Large Deviations for the bridge of a general Diffusion

Publication date :

2015

Main work title :

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

Publisher :

Springer

Peer reviewed :

Peer reviewed

Available on ORBilu :

since 31 January 2016

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Number of downloads

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