POLYNOMIAL TYPE LARGE DEVIATIONS AND SDE

Nakahiro YOSHIDA
University of Tokyo
Tokyo, Japan


ABSTRACT

We review polynomial type large deviation inequalities for statistical random fields and apply them to the study of M-estimator and Bayesian estimators. Those results are applied to stochastic differential equations with/without jumps. This talk is a continuation of the last one given in SAPS V 2005.



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