most citedVery rare events for diffusion processes in short time

3 citations · 3 across the 1 of their papers we have counts for

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1 paper

math.PR2019★ 3 cited

Very rare events for diffusion processes in short time

Gérard Ben Arous, Jing Wang

We study the large deviation estimates for the short time asymptotic behavior of a strongly degenerate diffusion process. Assuming a nilpotent structure of the Lie algebra generate…