Large deviations and Berry-Esseen inequalities in the stochastic diffusion driven by a Volterra type process

DOI10.1007/978-3-031-66375-8_10MaRDI QIDQ6642424

Kouacou Tanoh, Armel Fabrice Evrard Yode

Publication date: 22 November 2024

zbMATH Keywords

stochastic differential equationGaussian processlarge deviationsmaximum likelihood estimatorreproducing kernel Hilbert spaceBerry-Esseen type boundVolterra type process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10)

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