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Large deviations for the Ornstein-Uhlenbeck process with shift
v1v2 (latest)

Large deviations for the Ornstein-Uhlenbeck process with shift

Advances in Applied Probability (AAP), 2013
27 November 2013
Bernard Bercu
A. Richou
ArXiv (abs)PDFHTML

Papers citing "Large deviations for the Ornstein-Uhlenbeck process with shift"

2 / 2 papers shown
Large deviations and concentration inequalities for the
  Ornstein-Uhlenbeck process without tears
Large deviations and concentration inequalities for the Ornstein-Uhlenbeck process without tears
Bernard Bercu
A. Richou
80
2
0
05 Feb 2016
Large deviations for the squared radial Ornstein-Uhlenbeck process
Large deviations for the squared radial Ornstein-Uhlenbeck process
Marie du Roy de Chaumaray
137
3
0
18 Jul 2014
1
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