Precise large deviations for Ornstein-Uhlenbeck processes (Q389056)
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scientific article; zbMATH DE number 6247397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Precise large deviations for Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6247397 |
Statements
Precise large deviations for Ornstein-Uhlenbeck processes (English)
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17 January 2014
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large deviation
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Ornstein-Uhlenbeck process
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exponential change of measures
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