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Large deviations for the boundary local time of doubly reflected Brownian motion - MaRDI portal

Large deviations for the boundary local time of doubly reflected Brownian motion (Q2339560)

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Large deviations for the boundary local time of doubly reflected Brownian motion
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    title
    Large deviations for the boundary local time of doubly reflected Brownian motion (English)
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    author
    Martin Forde
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    Rohini Kumar
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    Hongzhong Zhang
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    publication date
    1 April 2015
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    Mathematics Subject Classification ID
    60F10
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    60J65
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    60J55
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    zbMATH DE Number
    6422262
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    zbMATH Keywords
    Brownian motion
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    large deviations
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    local time
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    OpenAlex ID
    W2012339121
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    arXiv ID
    1409.1972
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