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Large deviations for conditional Volterra processes - MaRDI portal

Large deviations for conditional Volterra processes (Q2974038)

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Large deviations for conditional Volterra processes
scientific article

    Statements

    title
    Large deviations for conditional Volterra processes (English)
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    author
    Federico Giorgi
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    Barbara Pacchiarotti
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    publication date
    6 April 2017
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    zbMATH Keywords
    conditioned Gaussian processes
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    Gaussian bridge
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    large deviations
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    Identifiers

    Mathematics Subject Classification ID
    60F10
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    60G15
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    65C05
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    zbMATH DE Number
    6701710
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    OpenAlex ID
    W2558960792
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