Large Deviation asymptotics for the exit from a domain of the bridge of a general Diffusion

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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 :

Available on ORBilu :

since 31 January 2016

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