A singular large deviations phenomenon
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Publication:5946884
DOI10.1016/S0246-0203(01)01075-5zbMath0993.60025OpenAlexW2094921719MaRDI QIDQ5946884
Bernard Roynette, Samuel Herrmann, Mihai Gradinaru
Publication date: 15 September 2002
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_2001__37_5_555_0
Brownian excursionscompletely monotone Levy densityfinite variation processespurely discontinuous processes
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)
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