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Start Over Author "Fuxiang Liu" Journal international journal of stochastic analysis
2 results on '"Fuxiang Liu"'

1. Sharp Large Deviation for the Energy of -Brownian Bridge

Author

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

Subjects
Statistics and Probability, Change of measure, Article Subject, lcsh:Mathematics, Applied Mathematics, Modeling and Simulation, Mathematical analysis, Computer Science::Symbolic Computation, Brownian bridge, lcsh:QA1-939, Analysis, Energy (signal processing), Mathematics
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.

Published
2013
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