Moderate deviations and central limit theorem for positive diffusions (Q255538): Difference between revisions

@@ Property / author @@
-Yu-meng Li
@@ Property / author: Yu-meng Li / rank @@
-Normal rank
@@ Property / author @@
+Yu-meng Li
@@ Property / author: Yu-meng Li / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F10
@@ Property / Mathematics Subject Classification ID: 60F10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J60
@@ Property / Mathematics Subject Classification ID: 60J60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6552515
@@ Property / zbMATH DE Number: 6552515 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+central limit theorem
@@ Property / zbMATH Keywords: central limit theorem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+moderate deviations
@@ Property / zbMATH Keywords: moderate deviations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+positive diffusions
@@ Property / zbMATH Keywords: positive diffusions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+CEV model
@@ Property / zbMATH Keywords: CEV model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+CIR model
@@ Property / zbMATH Keywords: CIR model / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1186/s13660-016-1031-2
+Normal rank
@@ Property / OpenAlex ID @@
+W2291739242
@@ Property / OpenAlex ID: W2291739242 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q59468095
@@ Property / Wikidata QID: Q59468095 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+General Freidlin-Wentzell large deviations and positive diffusions
+Normal rank
@@ Property / cites work @@
+Verhulst versus CIR
@@ Property / cites work: Verhulst versus CIR / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3672830
@@ Property / cites work: Q3672830 / rank @@
+Normal rank
@@ Property / cites work @@
+The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities
+Normal rank
@@ Property / cites work @@
+Delta method in large deviations and moderate deviations for estimators
+Normal rank
@@ Property / cites work @@
+Moderate deviation principle for autoregressive processes
+Normal rank
@@ Property / cites work @@
+Averaging principle of SDE with small diffusion: Moderate deviations
+Normal rank
@@ Property / cites work @@
+Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Moderate deviation principles for stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Moderate deviations and central limit theorem for small perturbation Wishart processes
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:255538