Lucia Caramellino

most citedLarge Deviation asymptotics for the exit from a domain of the bridge of a general Diffusion

4 citations · 5 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2014★ 4 cited

Large Deviation asymptotics for the exit from a domain of the bridge of a general Diffusion

Paolo Baldi, Lucia Caramellino, Maurizia Rossi

We provide Large Deviation estimates for the bridge of a $d$ -dimensional general diffusion process as the conditioning time tends to $0$ and apply these results to the evaluation o…

math.PR2012★ 1 cited

Tubes estimates for diffusion processes under a local Hörmander condition of order one

Vlad Bally, Lucia Caramellino

We consider a diffusion process $X_{t}$ and a skeleton curve $x_{t} (ϕ)$ and we give a lower bound for $P (sup_{t \leq T} d (X_{t}, x_{t} (ϕ)) \leq R)$ . This result is obtained under the…