Large deviations for the Bessel clock

DOI10.2307/3318743zbMath0993.60082OpenAlexW2084708389MaRDI QIDQ5937015

Marc Yor, Marguerite Zani

Publication date: 24 September 2002

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1080222082

zbMATH Keywords

Bessel processBrownian motionlarge deviationsfunctional limit theoremBessel clock

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

Related Items (7)

Stationary local random countable sets over the Wiener noise ⋮ Wright-Fisher diffusion with negative mutation rates ⋮ On Sharp Large Deviations for the Bridge of a General Diffusion ⋮ Large Deviations for Clocks of Self-similar Processes ⋮ On regularity properties of Bessel flow ⋮ Invariance principles for clocks ⋮ Large deviations for squared radial Ornstein-Uhlenbeck processes.

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