Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process

2008 ◽  
Vol 78 (7) ◽  
pp. 869-879 ◽  
Author(s):  
Cecilia Mancini
Author(s):  
Andrei Khrennikov ◽  
Achref Majid

In this paper, we prove a large deviation principle for the background field in prequantum statistical field model. We show a number of examples by choosing a specific random field in our model.


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