Central limit theorem and moderate deviation principle for CKLS model with small random perturbation

DOI10.1016/J.SPL.2014.11.017MaRDI QIDQ2018611zbMATH OpenOpenAlexFDO

Authors Yujie Cai, Shaochen Wang

Publication date 24 March 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.11.017

zbMATH Keywords

central limit theoremmoderate deviation principlesmall perturbationCKLS model

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Limit theorems in probability theory (60F99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 3678842 (Why is no real title available?)
• scientific article; zbMATH DE number 2150787 (Why is no real title available?)
• General Freidlin-Wentzell large deviations and positive diffusions
• Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes

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