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

Reference : Large Deviation asymptotics for the exit from a domain of the bridge of a general Dif...


	Document type :	E-prints/Working papers : Already available on another site
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/24088

Title :	Large Deviation asymptotics for the exit from a domain of the bridge of a general Diffusion
Language :	English
Author, co-author :	Baldi, Paolo []
	Caramellino, Lucia []
	Rossi, Maurizia [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Publication date :	2014
Peer reviewed :	No
Permalink :	http://hdl.handle.net/10993/24088
source URL :	http://arxiv.org/abs/1406.4649

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