✦ LIBER ✦

Sharp large deviations for the non-stationary Ornstein–Uhlenbeck process

✍ Scribed by Bernard Bercu; Laure Coutin; Nicolas Savy

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Sharp Large Deviations for the Ornstein-

✍ Bercu, B.; Rouault, A. 📂 Article 📅 2002 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 217 KB

Large deviations for squares of Bessel a

✍ C. Donati-Martin; A. Rouault; M. Yor; M. Zani 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 296 KB

Principles of Large Deviations for the E

✍ Matthias K. Heck 📂 Article 📅 1999 🏛 Springer US 🌐 English ⚖ 948 KB

Exact asymptotics of large deviations of

✍ V. R. Fatalov 📂 Article 📅 2006 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 438 KB

On the statistics of the error in predic

✍ Koski, T.; Cambanis, S. 📂 Article 📅 1992 🏛 IEEE 🌐 English ⚖ 1000 KB

Exact asymptotics of small deviations fo

✍ V. R. Fatalov 📂 Article 📅 2008 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 532 KB