Large deviation upper bound for the law of matrix-valued Ornstein-Uhlenbeck process

zbMATH Open1363.60022MaRDI QIDQ2824071

Lei Chen

Publication date: 6 October 2016

Published in: Journal of Mathematics. Wuhan University (Search for Journal in Brave)

zbMATH Keywords

large deviationOrnstein-Uhlenbeck processempirical process

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10)

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