Large Deviations and Berry–Esseen Inequalities in the Stochastic Diffusion Driven by a Volterra Type Process
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Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-66375-8_10
Reference11 articles.
1. Hult, H.: Approximation some Volterra type stochastic integrals with applications to parameter estimation, Stochastic process. Appl. 105, no. 1, 1–32 (2003).
2. Tanoh K., N’zi M. and Yodé A. F.: Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion, Random Oper. Stoch. Equ. 28(3): 183–196 (2020)
3. Nualart, D. and Ouknine, Y.: Regularization of differential equation by fractional noise, Stoch. Proc. Appl.,102, 103–116 (2002).
4. Nualart D. (1995) The Malliavin Calculus and Related Topics, Probab. Appl. (N.Y.), Springer, New-York.
5. Üstünel, A. S. (1995) An introduction to Analysis on Wiener Space. In: Lecture Notes in Mathematics, Vol. 1610. Springer, Berlin
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