Open AccessSharp Large Deviation for the Energy of -Brownian Bridge
Author(s) -
Shoujiang Zhao,
Qiaojing Liu,
Fuxiang Liu,
Hong Yin
Publication year - 2013
Publication title -
international journal of stochastic analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.19
H-Index - 28
eISSN - 2090-3340
pISSN - 2090-3332
DOI - 10.1155/2013/952628
Subject(s) - mathematics , brownian bridge , combinatorics , energy (signal processing) , brownian motion , mathematical analysis , statistics
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.
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