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- W4300283787 abstract "We provide sharp Large Deviation estimates for the probability of exit from a domain for the bridge of a $d$-dimensional general diffusion process $X$, as the conditioning time tends to $0$. This kind of results is motivated by applications to numerical simulation. In particular we investigate the influence of the drift $b$ of $X$. It turns out that the sharp asymptotics for the exit time probability are independent of the drift, provided $b$ enjoyes a simple condition that is always satisfied in dimension $1$. On the other hand, we show that the drift can be influential if this assumption is not satisfied. }" @default.
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- W4300283787 date "2014-10-03" @default.
- W4300283787 modified "2023-10-03" @default.
- W4300283787 title "On Sharp Large Deviations for the bridge of a general Diffusion" @default.
- W4300283787 doi "https://doi.org/10.48550/arxiv.1410.0863" @default.
- W4300283787 hasPublicationYear "2014" @default.
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