scholarly journals Large Deviations for Level Sets of a Branching Brownian Motion and Gaussian Free Fields

2019 ◽  
Vol 238 (4) ◽  
pp. 348-365
Author(s):  
E. Aïdékon ◽  
Yueyun Hu ◽  
Zhan Shi
Keyword(s):  
Brownian Motion ◽  
Large Deviations ◽  
Level Sets ◽  
Branching Brownian Motion ◽  
Gaussian Free Fields ◽  
Free Fields

scholarly journals Percolation for level-sets of Gaussian free fields on metric graphs

2020 ◽  
Vol 48 (3) ◽  
pp. 1411-1435
Author(s):  
Jian Ding ◽  
Mateo Wirth
Keyword(s):  
Level Sets ◽  
Metric Graphs ◽  
Gaussian Free Fields ◽  
Free Fields

scholarly journals The structure of extreme level sets in branching Brownian motion

2019 ◽  
Vol 47 (4) ◽  
pp. 2257-2302 ◽  
Author(s):  
Aser Cortines ◽  
Lisa Hartung ◽  
Oren Louidor
Keyword(s):  
Brownian Motion ◽  
Level Sets ◽  
Branching Brownian Motion

scholarly journals Critical branching Brownian motion with absorption: Particle configurations

2015 ◽  
Vol 51 (4) ◽  
pp. 1215-1250 ◽  
Author(s):  
Julien Berestycki ◽  
Nathanaël Berestycki ◽  
Jason Schweinsberg
Keyword(s):  
Brownian Motion ◽  
Branching Brownian Motion

Large deviations and Berry–Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion

2020 ◽  
Vol 28 (3) ◽  
pp. 183-196
Author(s):  
Kouacou Tanoh ◽  
Modeste N’zi ◽  
Armel Fabrice Yodé
Keyword(s):  
Differential Equation ◽  
Brownian Motion ◽  
Maximum Likelihood ◽  
Large Deviations ◽  
Stochastic Differential Equation ◽  
Fractional Brownian Motion ◽  
Maximum Likelihood Estimator ◽  
Bayes Estimator ◽  
Likelihood Estimator

AbstractWe are interested in bounds on the large deviations probability and Berry–Esseen type inequalities for maximum likelihood estimator and Bayes estimator of the parameter appearing linearly in the drift of nonhomogeneous stochastic differential equation driven by fractional Brownian motion.

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