Deviation properties for linear self-attracting diffusion process and applications

DOI10.1142/S0219493722500289zbMath1503.60033OpenAlexW4281973180MaRDI QIDQ5038982

Yajuan Pan, Hui Jiang

Publication date: 9 October 2022

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493722500289

zbMATH Keywords

moderate deviationsmultiple Wiener-Itô integralsdeviation inequalityself-attracting diffusion process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Large deviations (60F10) Estimation in survival analysis and censored data (62N02)

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