✦ LIBER ✦

Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process

✍ Scribed by Bercu, B.; Coutin, L.; Savy, N.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Sharp Large Deviations for the Ornstein-

✍ Bercu, B.; Rouault, A. 📂 Article 📅 2002 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 217 KB

Sharp large deviations for the non-stati

✍ Bernard Bercu; Laure Coutin; Nicolas Savy 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 316 KB

Moderate deviations for parameter estima

✍ Gao Fuqing; Jiang Hui; Wang Baobin 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 210 KB

Large deviations for squares of Bessel a

✍ C. Donati-Martin; A. Rouault; M. Yor; M. Zani 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 296 KB

Principles of Large Deviations for the E

✍ Matthias K. Heck 📂 Article 📅 1999 🏛 Springer US 🌐 English ⚖ 948 KB

Parametric estimation for sub-fractional

✍ Ibrahima Mendy 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 214 KB