The First Exit Time For The Maximum Value Of Multiple Brownian Motions From Parabolic Domain

In probability theory, the large deviation theory and the small deviation theory are in a sense two complementary directions. The large deviation theory, which is a more classical direction, seeks to control the probability of deviation of a random variable X from its mean M , i.e., P(│X-M│>t). The small deviation theory seeks to control the probability of X being very small, i.e., P(│X│