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Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes

✍ Scribed by C. Donati-Martin; A. Rouault; M. Yor; M. Zani

Publisher: Springer
Year: 2004
Tongue: English
Weight: 296 KB
Volume: 129
Category: Article
ISSN: 1432-2064
DOI: 10.1007/s00440-004-0338-y

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