LOWER TAIL INDEPENDENCE OF HITTING TIMES OF TWO-DIMENSIONAL DIFFUSIONS

DOI10.1017/S0269964817000353zbMath1506.60082OpenAlexW2756143988MaRDI QIDQ5050854

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Publication date: 18 November 2022

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964817000353

zbMATH Keywords

large deviationshitting timesSchilder's theoremsmall time

Mathematics Subject Classification ID

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

Cites Work

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