Exponential Estimates for Convex Norms and Some Applications

نویسندگان

  • A. Shepp
  • O. Zeitouni
چکیده

The role of correlation inequalities and martingale arguments in establishing conditional exponential bounds is reviewed. Applications to the computation of the Onsager Machlup functional for diiusions under non supremum norms follow.

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تاریخ انتشار 1993