Deviation properties for linear self-attracting diffusion process and applications (Q5038982): Difference between revisions

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+Self-repelling diffusions via an infinite dimensional approach
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+Self-interacting diffusions.
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+Large deviations for the Ornstein-Uhlenbeck process with shift
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+Large deviations for the Ornstein-Uhlenbeck process without tears
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+Sharp Large Deviations for the Ornstein--Uhlenbeck Process
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+Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence
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+Hypothesis testing for stochastic PDEs driven by additive noise
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+Self attracting diffusions: Two case studies
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+The strong law of large numbers for a Brownian polymer
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+Q4391441
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+Moderate deviations of empirical periodogram and non-linear functionals of moving average processes
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+Asymptotic behavior of Brownian polymers
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+Parameter estimation for a partially observed Ornstein–Uhlenbeck process with long-memory noise
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+Optimal rates for parameter estimation of stationary Gaussian processes
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+Deviation inequalities and moderate deviations for estimators of parameters in TAR models
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+Large deviations in estimation of an Ornstein-Uhlenbeck model
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+Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion
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+Long time asymptotics of unbounded additive functionals of Markov processes
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+Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
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+Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators
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+Self attracting diffusions on a sphere and application to a periodic case
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+Extreme-strike asymptotics for general Gaussian stochastic volatility models
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+Boundedness and convergence of some self-attracting diffusions
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+Rate of convergence of some self-attracting diffusions
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+Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift
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+Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations
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+Ergodicity of self-attracting motion
@@ Property / cites work: Ergodicity of self-attracting motion / rank @@
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+On a multivariate version of Bernstein's inequality
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+An asymptotic result for Brownian polymers
@@ Property / cites work: An asymptotic result for Brownian polymers / rank @@
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+Introduction to Malliavin Calculus
@@ Property / cites work: Introduction to Malliavin Calculus / rank @@
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+Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications
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+Phase transition in reinforced random walk and RWRE on trees
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+Cumulants on Wiener chaos: moderate deviations and the fourth moment theorem
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+Asymptotic behaviour on the linear self-interacting diffusion driven by <i>α</i>-stable motion
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+Diffusivity bounds for 1D Brownian polymers
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+On the linear fractional self-attracting diffusion
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+Large deviations in testing Jacobi model
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+https://doi.org/10.1142/s0219493722500289
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+W4281973180
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+Publication:5038982