Moderate deviation principle for Brownian motions on the unit sphere in Rd

In this paper, we obtain the moderate deviation principle for a sequence of Brownian motions defined on the unit sphere in Rd by using the cumulant method introduced by Puhalskii (1994b) and generalize it to Ornstein–Uhlenbeck processes taking values on the unit sphere in Rd.

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Year of publication:	2013
Authors:	Chen, Lei ; Gao, Fuqing
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 11, p. 2486-2491
Publisher:	Elsevier
Subject:	Moderate deviation \| Brownian motion on the unit sphere of Rd \| Ornstein–Uhlenbeck processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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