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Principles of large deviations for the empirical processes of the Ornstein-Uhlenbeck process

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Publication:1283442
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DOI10.1023/A:1021700811752zbMath0952.60076OpenAlexW7131468MaRDI QIDQ1283442

Matthias K. Heck

Publication date: 2 January 2001

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021700811752


zbMATH Keywords

Brownian motionOrnstein-Uhlenbeck processprinciple of large deviations


Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10)


Related Items (2)

Large deviation principle for additive functionals of semi-Markov processes ⋮ Large Deviations via Almost Sure CLT for Functionals of Markov Processes







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