Large deviations for the Ornstein–Uhlenbeck process without tears
Bercu, Bernard; Richou, Adrien
- 期刊名称Statistics & Probability Letters
- 作者Bercu, Bernard; Richou, Adrien
- 卷第123卷
- 印刷ISSN0167-7152
- 文件大小291.95KB
- 发表时间2017-04
- DOI10.1016/j.spl.2016.11.030
- 页码45-55