Large deviations for Bernstein bridges

Nicolas Privault, Xiangfeng Yang, Jean-Claude Zambrini

Type: Article

Publication Date: 2015-11-14

Citations: 6

DOI: https://doi.org/10.1016/j.spa.2015.11.003

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Stochastic Processes and their Applications - View

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+ PDF Chat	From Second-Order Differential Geometry to Stochastic Geometric Mechanics	2023	Qiao Huang Jean-Claude Zambrini
+	Fluctuations of bridges, reciprocal characteristics, and concentration of measure	2016	Giovanni Conforti
+ PDF Chat	Fluctuations of bridges, reciprocal characteristics and concentration of measure	2018	Giovanni Conforti
+	Feynman-Kac formula for Levy processes and semiclassical (Euclidean) momentum representation	2013	Nicolas Privault Xiangfeng Yang Jean-Claude Zambrini Gama Pinto

Works Cited by This (18)

Action	Title	Year	Authors
+	Brownian motion and stochastic calculus	1991	Jan Seidler
+ PDF Chat	Topics in Optimal Transportation	2003	Cédric Villani
+	Large Time Behavior of¶Schrödinger Heat Kernels and Applications	2000	Qi S. Zhang
+	An explicit expression for the distribution of the supremum of brownian motion with a change point	1990	Benzion Boukai
+ PDF Chat	On the parabolic kernel of the Schrödinger operator	1986	Peter Li Shing Tung Yau
+	An explicit local uniform large deviation bound for Brownian bridges	2005	Olaf Wittich
+ PDF Chat	Random perturbations of dynamical systems	1997	Michael Blank
+	Aronson's estimates and conditional diffusion processes	1994	Zhongmin Qian Wei Guo-qiang
+	Large deviations for Markov bridges with jumps	2014	Xiangfeng Yang
+	Brownian bridges on Riemannian manifolds	1990	Pei Hsu