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On Large Deviations in the Averaging Principle for Stochastic Differential Equations with "Complete Dependence"

✍ Scribed by Veretennikov, A. Yu.

Book ID
118227073
Publisher
Society for Industrial and Applied Mathematics
Year
1999
Tongue
English
Weight
91 KB
Volume
43
Category
Article
ISSN
0040-585X

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πŸ“œ SIMILAR VOLUMES

Large deviations inequalities for the ma
Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
✍ 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.