We consider the last zero crossing time $T_{mu,t}$ of a Brownian motion, with drift $mu eq 0$, in the time interval $[0, t]$. We prove the large deviation principle of ${T_{mu,sqrt{r}t}}$ as $r$ tends to infinity. Moreover, motivated by the results on moderate deviations in the literature, we also prove a class of large deviation principles for the same random variables with different scalings, which are governed by the same rate function. Finally we compare some aspects of the classical moderate deviation results, and the results in this paper
We consider p independent Brownian motions in ℝd. We assume that p ≥ 2 and p(d- 2) < d. Let ℓt deno...
AbstractWe consider the path-valued process called the Brownian snake, conditioned so that its lifet...
We investigate some large deviation problems for a random walk in continuous time {N(t); t≥0} with s...
We consider the last zero crossing time $T_{mu,t}$ of a Brownian motion, with drift $mu eq 0$, in ...
In this paper, we consider the iterated Brownian motion μ1μ2I(t)=Bμ11(∣∣Bμ22(t)∣∣) where Bμjj,j=1,2 ...
We study large deviations for Brownian motion on the Sierpinski gasket in the short time limit. Beca...
We derive a large deviation principle which describes the behaviour of a diffusion process with addi...
AbstractLet W denote standard Brownian motion. We consider large deviations for ε12W as ε tends to z...
We study large deviations for Brownian motion on the Sierpinski gasket in the short time limit. Beca...
International audienceWe establish a small time large deviation principle and a Varadhan type asympt...
We derive a large deviation principle which describes the behaviour of a diffusion process with addi...
Motivated by recent studies of record statistics in relation to strongly correlated time series, we ...
In this article, we obtain exact asymptotics of the sojourn probability of Brownian motion with larg...
The large deviation principle is proved for the long time asymptotic of empirical measures associate...
AbstractWe study large deviations for Brownian motion on the Sierpinski gasket in the short time lim...
We consider p independent Brownian motions in ℝd. We assume that p ≥ 2 and p(d- 2) < d. Let ℓt deno...
AbstractWe consider the path-valued process called the Brownian snake, conditioned so that its lifet...
We investigate some large deviation problems for a random walk in continuous time {N(t); t≥0} with s...
We consider the last zero crossing time $T_{mu,t}$ of a Brownian motion, with drift $mu eq 0$, in ...
In this paper, we consider the iterated Brownian motion μ1μ2I(t)=Bμ11(∣∣Bμ22(t)∣∣) where Bμjj,j=1,2 ...
We study large deviations for Brownian motion on the Sierpinski gasket in the short time limit. Beca...
We derive a large deviation principle which describes the behaviour of a diffusion process with addi...
AbstractLet W denote standard Brownian motion. We consider large deviations for ε12W as ε tends to z...
We study large deviations for Brownian motion on the Sierpinski gasket in the short time limit. Beca...
International audienceWe establish a small time large deviation principle and a Varadhan type asympt...
We derive a large deviation principle which describes the behaviour of a diffusion process with addi...
Motivated by recent studies of record statistics in relation to strongly correlated time series, we ...
In this article, we obtain exact asymptotics of the sojourn probability of Brownian motion with larg...
The large deviation principle is proved for the long time asymptotic of empirical measures associate...
AbstractWe study large deviations for Brownian motion on the Sierpinski gasket in the short time lim...
We consider p independent Brownian motions in ℝd. We assume that p ≥ 2 and p(d- 2) < d. Let ℓt deno...
AbstractWe consider the path-valued process called the Brownian snake, conditioned so that its lifet...
We investigate some large deviation problems for a random walk in continuous time {N(t); t≥0} with s...