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Sharp Large Deviations for the Ornstein--Uhlenbeck Process

✍ Scribed by Bercu, B.; Rouault, A.

Book ID: 118227152
Publisher: Society for Industrial and Applied Mathematics
Year: 2002
Tongue: English
Weight: 217 KB
Volume: 46
Category: Article
ISSN: 0040-585X
DOI: 10.1137/s0040585x97978737

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