MODERATE DEVIATIONS FOR THE BESSEL CLOCK

By the method of change measures, the moderate deviations for the Bessel clock ∫t0ds/xs（v） is studied, where （Xt（v）, t ≥0） is a squared Bessel process with index v 〉 0. Xs The rate function can be given explicitly. Furthermore, the functional moderate deviations for the Bessel clock are obtained....

Full description

Saved in:
Bibliographic Details
Published in:Acta mathematica scientia 2010-09, Vol.30 (5), p.1605-1613
Main Author: 王艳清 蒋辉
Format: Article
Language:English
Subjects:
60F15
Bessel process
Brownian motion
Clocks
Deviation
Mathematical analysis
moderate deviations
vgt
中偏差
Citations: Items that this one cites
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:By the method of change measures, the moderate deviations for the Bessel clock ∫t0ds/xs（v） is studied, where （Xt（v）, t ≥0） is a squared Bessel process with index v 〉 0. Xs The rate function can be given explicitly. Furthermore, the functional moderate deviations for the Bessel clock are obtained.
ISSN:0252-9602
1572-9087
DOI:10.1016/S0252-9602(10)60153-1