Moderate deviations of functional of Markov Processes

By Valère Bitseki Penda S.  

ESAIM: Proceedings, Vol. 44, Iss. issue, 2014-01 ,pp. : 214-238

Edp Sciences

Access to resources Recommend Favorite

Explicit Representation of Strong Solutions of SDEs Driven by Infinite-Dimensional Lévy Processes

By Meyer-Brandis Thilo   Proske Frank  

Journal of Theoretical Probability, Vol. 23, Iss. 1, 2010-03 ,pp. : 301-314

Springer Publishing Company

Access to resources Recommend Favorite

Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process

By Bitseki Penda S. Valère   Djellout Hacène   Proïa Frédéric  

ESAIM: Probability and Statistics, Vol. 18, Iss. issue, 2014-10 ,pp. : 308-331

Edp Sciences

Access to resources Recommend Favorite

Large and Moderate Deviations of Random Upper Semicontinuous Functions

By Ogura Yukio  

Stochastic Analysis and Applications, Vol. 28, Iss. 2, 2010-03 ,pp. : 350-376

Taylor & Francis Ltd

Access to resources Recommend Favorite

On the Fréchet Differentiability of an Invariant Torus of a Nonlinear Countable System of Difference Equations Defined on an Infinite-Dimensional Torus and Containing Deviations of a Discrete Argument

By Teplins'kyi Y.V.   Marchuk N.A.  

Nonlinear Oscillations, Vol. 6, Iss. 2, 2003-04 ,pp. : 258-276

Springer Publishing Company

Access to resources Recommend Favorite