Asymptotics of hitting probabilities for general one-dimensional pinned diffusions

Annals of Applied Probability

Volumn 12, Issue 3, 2002, Pages 1071-1095

  Baldi, Paolo ^a   Caramellino, Lucia ^a  

^a UNIVERSITY OF ROME TOR VERGATA   (Italy)

Author keywords

Conditioned diffusions; Exit time probabilities; Sharp large deviation estimates

Indexed keywords

EID: 0036387228     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1031863181     Document Type: Article

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