Sharp large deviation for the energy of \(\alpha\)-Brownian bridge

DOI10.1155/2013/952628zbMath1323.60049OpenAlexW2043016108WikidataQ58993667 ScholiaQ58993667MaRDI QIDQ2444213

Yanyan Li

Publication date: 9 April 2014

Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/952628

zbMATH Keywords

large deviationschange of measure\(\alpha\)-Brownian bridge

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10)

Cites Work

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• On Deviations of the Sample Mean
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