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scientific article; zbMATH DE number 797350 - MaRDI portal

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zbMath0837.60024MaRDI QIDQ4848510

Ofer Zeitouni, Amir Dembo

Publication date: 17 September 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

large deviations exponentially exposed point Fenchel-Legendre transformation

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Large deviations (60F10)

Related Items (2)

The Randomized Heston Model ⋮ Large deviations for squared radial Ornstein-Uhlenbeck processes.

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