Large deviations for the Ornstein-Uhlenbeck process with shift
Bercu, Bernard; Richou, Adrien
- 期刊名称Advances in Applied Probability
- 作者Bercu, Bernard; Richou, Adrien
- 卷第47卷
- 期第3期
- 印刷ISSN0001-8678
- 电子ISSN1475-6064
- 文件大小197.23KB
- 发表时间2015-09
- DOI10.1017/s0001867800048874
- 页码880-901