Moderate deviations type evaluation for integral functionals of diffusion processes
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Publication:1307030
DOI10.1214/EJP.v4-54zbMath0932.60030MaRDI QIDQ1307030
Robert Sh. Liptser, Vladimir Spokoiny
Publication date: 26 October 1999
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/120154
Related Items (6)
Averaging principle of SDE with small diffusion: Moderate deviations ⋮ Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging. ⋮ Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics ⋮ MDP for integral functionals of fast and slow processes with averaging ⋮ Moderate deviation principles for stochastic differential equations with jumps ⋮ Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with Two-time Scales
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