MODERATE DEVIATIONS FOR THE BESSEL CLOCK

doi:10.1016/S0252-9602(10)60153-1

Abstract

Abstract:

By the method of change measures, the moderate deviations for the Bessel clock ∫^t₀ds/X_s^(ν) is studied, where (X_t^(ν), 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.

Key words: Bessel process, Brownian motion, moderate deviations

CLC Number:

60F15

Cite this article

WANG Yan-Qing, JIANG Hui. MODERATE DEVIATIONS FOR THE BESSEL CLOCK[J].Acta mathematica scientia,Series B, 2010, 30(5): 1605-1613.

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URL: http://actams.apm.ac.cn/sxwlxbB/EN/10.1016/S0252-9602(10)60153-1

http://actams.apm.ac.cn/sxwlxbB/EN/Y2010/V30/I5/1605

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