Large deviations for Brownian bridges with prescribed terminal densities

• Autorzy: Saize Stefane , Yang Xiangfeng

Identyfikatory

DOI

10.37190/0208-4147.00117

• Języki publikacji: EN

Abstrakty

EN

We consider a family of Brownian bridges (depending on some small parameter) over a finite time interval whose initial position is deterministically fixed, and whose terminal position possesses a prescribed density. Large deviations for this family are studied with the help of the Girsanov transformation.

Słowa kluczowe

EN

large deviations; Brownian bridges; reciprocal; processes

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2023
• Tom: Vol. 43, Fasc. 1
• Strony: 141--154
• Opis fizyczny: Bibliogr. 19 poz.

Twórcy

autor

Saize Stefane

• Department of Mathematics, Linköping University Linköping, Sweden

autor

Yang Xiangfeng

• Department of Mathematics, Linköping University Linköping, Sweden

Bibliografia

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Uwagi

Opracowanie rekordu ze środków MEiN, umowa nr SONP/SP/546092/2022 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2022-2023).