The following pages link to (Q3797978):
Displaying 2 items.
- An example of exponential bound for large deviations of the maximum likelihood estimator and the Bayes estimator of the parameter in the nondifferentiable drift coefficient of stochastic differential equations (Q2905040) (← links)
- Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation (Q4884655) (← links)
