Acta mathematica scientia, Series B >
MODERATE DEVIATIONS FOR THE BESSEL CLOCK
Received date: 2008-07-07
Revised date: 2009-04-09
Online published: 2010-09-20
By the method of change measures, the moderate deviations for the Bessel clock ∫t0ds/Xs(ν) is studied, where (Xt(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
WANG Yan-Qing , JIANG Hui . MODERATE DEVIATIONS FOR THE BESSEL CLOCK[J]. Acta mathematica scientia, Series B, 2010 , 30(5) : 1605 -1613 . DOI: 10.1016/S0252-9602(10)60153-1
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