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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Large deviations for Bernstein bridges

Participants in the publication
Nicolas Privault (Author)
Xiangfeng Yang (Author)
Jean-Claude Zambrini (Author)
Dep. Matemática
 GFMUL
Date of Publication
2016-05-00

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Stochastic Processes and their Applications

Publication Identifiers
ISSN - 0304-4149

Publisher
Elsevier BV

Volume
126
Number
5

Starting page
1285
Last page
1305

Document Identifiers
DOI - https://doi.org/10.1016/j.spa.2015.11.003
URL - http://dx.doi.org/10.1016/j.spa.2015.11.003

Rankings
SCIMAGO Q1 (2016) - 1.643 - Statistics and Probability


Export

APA
Nicolas Privault, Xiangfeng Yang, Jean-Claude Zambrini, (2016). Large deviations for Bernstein bridges. Stochastic Processes and their Applications, 126, 1285-1305. ISSN 0304-4149. eISSN . http://dx.doi.org/10.1016/j.spa.2015.11.003

IEEE
Nicolas Privault, Xiangfeng Yang, Jean-Claude Zambrini, "Large deviations for Bernstein bridges" in Stochastic Processes and their Applications, vol. 126, pp. 1285-1305, 2016. 10.1016/j.spa.2015.11.003

BIBTEX
@article{39160, author = {Nicolas Privault and Xiangfeng Yang and Jean-Claude Zambrini}, title = {Large deviations for Bernstein bridges}, journal = {Stochastic Processes and their Applications}, year = 2016, pages = {1285-1305}, volume = 126 }