Sharp Large Deviation for the Energy of α-Brownian Bridge

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Sharp Large Deviation for the Energy of α-Brownian Bridge

Zhao, Shoujiang; Liu, Qiaojing; Liu, Fuxiang; Yin, Hong

International Journal of Stochastic Analysis, 2013, Volume: 2013

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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.

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Zhao, Shoujiang | Liu, Qiaojing | Liu, Fuxiang | Yin, Hong

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