du Roy de Chaumaray Marie

Publications in Math-Net.Ru

1. Sharp large deviations for the drift parameter of the explosive Cox–Ingersoll–Ross process
   
   Teor. Veroyatnost. i Primenen., 65:3 (2020),  583–601
2. Large deviations for the squared radial Ornstein–Uhlenbeck process
   
   Teor. Veroyatnost. i Primenen., 61:3 (2016),  509–546