Large deviations for Markov bridges with jumps

Author:

Yang Xiangfeng

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference19 articles.

1. Large deviation and Strassen law in Hölder norm;Baldi;Stochastic Process. Appl.,1992

2. Sur les liaisons entre les grandeurs aléatoires;Bernstein,1932

3. Lévy Processes;Bertoin,1998

4. Large Deviations and the Malliavin Calculus;Bismut,1984

5. Introduction to Random Time and Quantum Randomness;Chung,2003

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2. Fluctuations of bridges, reciprocal characteristics and concentration of measure;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2018-08-01

3. Large deviations for Bernstein bridges;Stochastic Processes and their Applications;2016-05

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