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Large deviations in averaging principle for stochastic differential equation systems (noncompact case)

✍ Scribed by Yu. Veretennikov, A.


Book ID
118051137
Publisher
Taylor and Francis Group
Year
1994
Weight
467 KB
Volume
48
Category
Article
ISSN
1045-1129

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Large deviations inequalities for the ma
✍ J.P.N. Bishwal πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 103 KB

Exponential bounds on the large deviation probability of the maximum likelihood estimator and the Bayes estimators of the parameter appearing nonlinearly in the drift coe cient of homogeneous ItΓ΄'s stochastic di erential equations are obtained under some regularity conditions.