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| 引用本文： | ����ΰ,���. �ɿɼӷ��������˶����������������ƫ�ַ����м�����Ȼ����������ƫ��ԭ��[J]. 应用概率统计, 2015, 31(6): 572-581 |
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| 作者姓名： | ����ΰ ��� |
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| 作者单位： | ???????????????? |
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| 摘 要： |
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| 关 键 词： | ????????????? ?????????? ????????????? ???????? ??. |
Moderate Deviation for Maximum Likelihood Estimator in the Parabolic Stochastic Partial Differential Equations Driven by Additive Fractional Brownian Motion |
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| Cui Ruwei,Jiang Hui. Moderate Deviation for Maximum Likelihood Estimator in the Parabolic Stochastic Partial Differential Equations Driven by Additive Fractional Brownian Motion[J]. Chinese Journal of Applied Probability and Statisties, 2015, 31(6): 572-581 |
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| Authors: | Cui Ruwei Jiang Hui |
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| Affiliation: | Department of Mathematics, Nanjing University of Aeronautics and Astronautics |
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| Abstract: | In this article, using the limit theory of martingales, we study themoderate deviation for maximum likelihood estimator of unknown parameter in the stochasticpartial differential equation driven by additive fractional Brownian motion with Hurstparameter, and the rate function can be calculated. Moreover, we apply ourmain result to several examples. |
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