Moderate deviations and central limit theorem for positive diffusions

DOI10.1186/s13660-016-1031-2zbMath1334.60022OpenAlexW2291739242WikidataQ59468095 ScholiaQ59468095MaRDI QIDQ255538

Shuguang Zhang, Yu-meng Li

Publication date: 9 March 2016

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-016-1031-2

zbMATH Keywords

central limit theoremmoderate deviationsCEV modelCIR modelpositive diffusions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10)

Cites Work

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• Moderate deviations and central limit theorem for small perturbation Wishart processes
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