| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7548989 | Statistics & Probability Letters | 2016 | 11 Pages |
Abstract
In this paper, based on techniques of Malliavin calculus, we obtain an explicit bound for tail probabilities of a general class of additive functionals. Applications to fractional Brownian motion and Cox-Ingersoll-Ross process are given to illustrate the theory.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Nguyen Tien Dung,