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Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes

Catherine Donati-Martin, Alain Rouault, Marc Yor, Marguerite Zani

Probability Theory and Related Fields · 2004 · 39 citations · 9 references

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9

Large Deviations Techniques and Applications

Uwe Schmock, Amir Dembo, Ofer Zeitouni · Journal of the American Statistical Association · 2000 · 3.7K citations

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ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS

A. D. Ventsel’, Mark Freidlin · Russian Mathematical Surveys · 1970 · 397 citations

, , +16

Large deviations from the mckean-vlasov limit for weakly interacting diffusions

Donald A. Dawsont, Jürgen Gärtner · Stochastics · 1987 · 371 citations

, , +17

On some exponential functionals of Brownian motion

Marc Yor · Advances in Applied Probability · 1992 · 261 citations

, , +14

Continuous state branching processes

John Lamperti · Bulletin of the American Mathematical Society · 1967 · 248 citations · Full text

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