Sharp Large Deviations for the Ornstein--Uhlenbeck Process

By Bernard Bercu, Alain Rouault. 2002

83 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/667706ab9eab1fff6cfb259a8bb99bea7d9a21e5