Deviation properties for linear self-attracting diffusion process and applications
DOI10.1142/S0219493722500289zbMATH Open1503.60033OpenAlexW4281973180MaRDI QIDQ5038982FDOQ5038982
Authors: Hui Jiang, Yajuan Pan 
Publication date: 9 October 2022
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493722500289
Recommendations
- Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications
- Cramér-type moderate deviations for the likelihood ratio process of Ornstein-Uhlenbeck process with shift
- Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators
- Cramér-type moderate deviations for the log-likelihood ratio of inhomogeneous Ornstein-Uhlenbeck processes
- Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
moderate deviationsdeviation inequalitymultiple Wiener-Itô integralsself-attracting diffusion process
Estimation in survival analysis and censored data (62N02) Large deviations (60F10) Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60)
Cites Work
- Title not available (Why is that?)
- Phase transition in reinforced random walk and RWRE on trees
- Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift
- Large deviations in testing Jacobi model
- Asymptotic behavior of Brownian polymers
- Self-interacting diffusions.
- Self attracting diffusions: Two case studies
- Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift
- Self-repelling diffusions via an infinite dimensional approach
- Large deviations for the Ornstein-Uhlenbeck process with shift
- Diffusivity bounds for 1D Brownian polymers
- Large deviations in estimation of an Ornstein-Uhlenbeck model
- Sharp Large Deviations for the Ornstein--Uhlenbeck Process
- Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence
- Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion
- Self attracting diffusions on a sphere and application to a periodic case
- The strong law of large numbers for a Brownian polymer
- Moderate deviations of empirical periodogram and non-linear functionals of moving average processes
- Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations
- An asymptotic result for Brownian polymers
- Ergodicity of self-attracting motion
- Hypothesis testing for stochastic PDEs driven by additive noise
- On a multivariate version of Bernstein's inequality
- Large deviations for the Ornstein-Uhlenbeck process without tears
- Optimal rates for parameter estimation of stationary Gaussian processes
- Parameter estimation for a partially observed Ornstein-Uhlenbeck process with long-memory noise
- Boundedness and convergence of some self-attracting diffusions
- Rate of convergence of some self-attracting diffusions
- Extreme-strike asymptotics for general Gaussian stochastic volatility models
- Introduction to Malliavin calculus
- On the linear fractional self-attracting diffusion
- Long time asymptotics of unbounded additive functionals of Markov processes
- Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators
- Deviation inequalities and moderate deviations for estimators of parameters in TAR models
- Cumulants on Wiener chaos: moderate deviations and the fourth moment theorem
- Least squares estimation for a linear self-repelling diffusion driven by fractional Brownian motion
- Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications
Cited In (1)
This page was built for publication: Deviation properties for linear self-attracting diffusion process and applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5038982)
