MODERATE DEVIATIONS FOR THE BESSEL CLOCK

被引：0

作者：

王艳清 ^{[1
]}

蒋辉 ^{[2
]}

机构：

[1] Information School,Zhongnan University of Economics and Law

[2] College of Science,Nanjing University of Aeronautics and Astronautics

来源：

ActaMathematicaScientia | 2010年 / 30卷 / 05期

基金：

中国国家自然科学基金;

关键词：

Bessel process; Brownian motion; moderate deviations;

D O I：

暂无

中图分类号：

O175 [微分方程、积分方程];

学科分类号：

070104 ;

摘要：

By the method of change measures,the moderate deviations for the Bessel clock t 0 ds X(ν) s is studied,where(X(ν) t,t≥ 0) is a squared Bessel process with index ν>0.The rate function can be given explicitly.Furthermore,the functional moderate deviations for the Bessel clock are obtained.

引用

页码：1605 / 1613

页数：9

共 7 条

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