Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4664155 | Acta Mathematica Scientia | 2010 | 9 Pages |
Abstract
By the method of change measures, the moderate deviations for the Bessel clock is studied, where 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.
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Mathematics
Mathematics (General)