Exact asymptotics for the exit time probabilities of scalar Ornstein-Uhlenbeck bridges

Feng Zhao1, Yang Li2, Jianlong Wang3

  • 1State Key Laboratory of Mechanics and Control for Aerospace Structures, College of Aerospace Engineering, Nanjing University of Aeronautics and Astronautics, 29 Yudao Street, Nanjing 210016, China.

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