Moderate deviations for multi-dimensional diffusion processes

MaRDI QIDQ3500461zbMATH OpenFDO

Authors Huiming Peng

Publication date 3 June 2008

zbMATH Keywords

quadratic variational processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Large deviations (60F10) Non-Markovian processes: estimation (62M09) Diffusion processes (60J60)

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Cited in

(5)

• Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps
• Moderate deviations type evaluation for integral functionals of diffusion processes
• Moderate deviations for diffusion in time dependent random media
• Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process
• Moderate deviations for estimators under exponentially stochastic differentiability conditions

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