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

DOI10.1016/J.SPL.2014.11.017zbMATH Open1310.60018OpenAlexW2092692086MaRDI QIDQ2018611FDOQ2018611

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

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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)

Cites Work

• Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes
• General Freidlin-Wentzell large deviations and positive diffusions
• Title not available (Why is that?)
• Title not available (Why is that?)

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• Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise
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