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Large deviations for the boundary local time of doubly reflected Brownian motion

  • Published:2015-01 Issue: Volume:96 Page:262-268
  • ISSN:0167-7152
  • Container-title:Statistics & Probability Letters
  • language:en
  • Short-container-title:Statistics & Probability Letters

Author:

Forde Martin,Kumar Rohini,Zhang Hongzhong

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference27 articles.

Cited by 9 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Large Deviations for Additive Functionals of Reflected Jump-Diffusions;SIAM Journal on Applied Mathematics;2022-12-09

2. Large deviations of currents in diffusions with reflective boundaries;Journal of Physics A: Mathematical and Theoretical;2021-06-16

3. Local time of an Ornstein–Uhlenbeck particle;Journal of Statistical Mechanics: Theory and Experiment;2021-03-01

4. Dynamical large deviations of reflected diffusions;Physical Review E;2020-07-27

5. Optimal Control of Diffusion Processes;Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems;2020
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