| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1156463 | Stochastic Processes and their Applications | 2007 | 30 Pages |
Abstract
The aim of this paper is to use non-asymptotic bounds for the probability of rare events in the Sanov theorem, in order to study the asymptotics in conditional limit theorems (Gibbs conditioning principle for thin sets). Applications to stochastic mechanics and calibration problems for diffusion processes are discussed.
Keywords
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Patrick Cattiaux, Nathael Gozlan,