Pages that link to "Item:Q2471398"

The following pages link to Examples of moderate deviation principle for diffusion processes (Q2471398):

Displaying 34 items.

• Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift (Q282405) (← links)
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises (Q333119) (← links)
• Moderate deviations for a stochastic heat equation with spatially correlated noise (Q499737) (← links)
• A moderate deviation principle for stochastic Volterra equation (Q504460) (← links)
• The precise asymptotic behavior of parameter estimators in Ornstein-Uhlenbeck process (Q549772) (← links)
• Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises (Q777099) (← links)
• Moderate deviations for a stochastic wave equation in dimension three (Q1630564) (← links)
• Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators (Q1700700) (← links)
• Moderate deviations for the Langevin equation with strong damping (Q1753254) (← links)
• Moderate deviations for stochastic models of two-dimensional second-grade fluids driven by Lévy noise (Q1757199) (← links)
• Moderate deviations for stochastic fractional heat equation driven by fractional noise (Q1791124) (← links)
• Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (Q1994909) (← links)
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations (Q2017880) (← links)
• Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process (Q2135208) (← links)
• Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations (Q2199706) (← links)
• Parameter estimation for the non-stationary Ornstein-Uhlenbeck process with linear drift (Q2254753) (← links)
• Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space (Q2428526) (← links)
• Asymptotic behaviours for the trajectory fitting estimator in Ornstein–Uhlenbeck process with linear drift (Q2804549) (← links)
• (Q3417134) (← links)
• Asymptotics of stochastic 2D hydrodynamical type systems in unbounded domains (Q4588364) (← links)
• Moderate deviations for stochastic models of two-dimensional second grade fluids (Q4642387) (← links)
• Berry–Esseen Bounds and the Law of the Iterated Logarithm for Estimators of Parameters in an Ornstein–Uhlenbeck Process with Linear Drift (Q4903037) (← links)
• Cramér-type moderate deviations for the likelihood ratio process of Ornstein–Uhlenbeck process with shift (Q4965648) (← links)
• Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise (Q5071306) (← links)
• Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process (Q5086490) (← links)
• Small-time moderate deviations for the randomised Heston model (Q5109487) (← links)
• Moderate deviation principle for multivalued stochastic differential equations (Q5114812) (← links)
• Moderate deviations for a fractional stochastic heat equation with spatially correlated noise (Q5268387) (← links)
• Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process (Q5384783) (← links)
• (Q5493544) (← links)
• Moderate deviation principle for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction (Q5880138) (← links)
• Large deviation principles of 2D stochastic Navier–Stokes equations with Lévy noises (Q5880811) (← links)
• Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift (Q6171138) (← links)
• Moderate deviations for parameter estimation in the fractional Ornstein-Uhlenbeck processes with periodic mean (Q6541371) (← links)