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1 paper

math.PR2026

Exact Asymptotics for the Exit Time Probabilities of Scalar Ornstein-Uhlenbeck Bridges

Feng Zhao, Yang Li, Jianlong Wang +2

This paper aims to derive accurate asymptotic estimates for the exit time probabilities of scalar Ornstein-Uhlenbeck (OU) bridges. The exit time probabilities are expressed as an a…