Sharp Large Deviation for the Energy of α-Brownian Bridge
Joint Authors
Liu, Qiaojing
Zhao, Shoujiang
Yin, Hong
Liu, Fuxiang
Source
International Journal of Stochastic Analysis
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-4, 4 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-12-08
Country of Publication
Egypt
No. of Pages
4
Main Subjects
Abstract EN
We study the sharp large deviation for the energy of α-Brownian bridge.
The full expansion of the tail probability for energy is obtained by the change of measure.
American Psychological Association (APA)
Zhao, Shoujiang& Liu, Qiaojing& Liu, Fuxiang& Yin, Hong. 2013. Sharp Large Deviation for the Energy of α-Brownian Bridge. International Journal of Stochastic Analysis،Vol. 2013, no. 2013, pp.1-4.
https://search.emarefa.net/detail/BIM-510971
Modern Language Association (MLA)
Zhao, Shoujiang…[et al.]. Sharp Large Deviation for the Energy of α-Brownian Bridge. International Journal of Stochastic Analysis No. 2013 (2013), pp.1-4.
https://search.emarefa.net/detail/BIM-510971
American Medical Association (AMA)
Zhao, Shoujiang& Liu, Qiaojing& Liu, Fuxiang& Yin, Hong. Sharp Large Deviation for the Energy of α-Brownian Bridge. International Journal of Stochastic Analysis. 2013. Vol. 2013, no. 2013, pp.1-4.
https://search.emarefa.net/detail/BIM-510971
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-510971
