Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications
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DOI: 10.1080/07362994.2021.1950013
Abstract: In this article, for some quadratic functionals of linear self-repelling diffusion process, we study the asymptotic properties, including the deviation inequalities and Cramer-type moderate deviati... read more here.
Keywords: self repelling; diffusion process; linear self; quadratic functionals ... See more keywords