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Large Deviation asymptotics for the exit from a domain of the bridge of a general Diffusion
Baldi, Paolo
;
Caramellino, Lucia
;
ROSSI, Maurizia
2014
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https://hdl.handle.net/10993/24088
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Disciplines :
Mathematics
Author, co-author :
Baldi, Paolo
Caramellino, Lucia
ROSSI, Maurizia
;
University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Language :
English
Title :
Large Deviation asymptotics for the exit from a domain of the bridge of a general Diffusion
Publication date :
2014
Source :
http://arxiv.org/abs/1406.4649
Available on ORBilu :
since 31 January 2016
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