Sharp Large Deviation for the Energy of -Brownian Bridge

Shoujiang Zhao, Qiaojing Liu, Fuxiang Liu and Hong Yin

International Journal of Stochastic Analysis, 2013, vol. 2013, 1-4

Abstract:

We study the sharp large deviation for the energy of -Brownian bridge. The full expansion of the tail probability for energy is obtained by the change of measure.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:952628

DOI: 10.1155/2013/952628

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