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| HAL: hal-00383480, version 1 |
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| From stochastic calculus to mathematical finance, Yu. Kabanov, R. Lipster, J. Stoyanov (Ed.) (2006) 189-209 |
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| Moderate deviation principle for ergodic Markov chain. Lipschitz summands |
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| Bernard Delyon 1Anatoli Juditsky 2 |
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| (2006) |
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| 1: | Institut de Recherche Mathématique de Rennes (IRMAR) |
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CNRS : UMR6625 – Université de Rennes 1 – École normale supérieure de Cachan - ENS Cachan – Institut National des Sciences Appliquées (INSA) : - RENNES – Université de Rennes II - Haute Bretagne |
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| 2: | Laboratoire de Modélisation et Calcul (LMC - IMAG) |
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CNRS : UMR5523 – Université Joseph Fourier - Grenoble I – Institut National Polytechnique de Grenoble (INPG) |
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| 3: | Department of Electrical Engineering |
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Tel Aviv University |
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| Subject | : | Mathematics/Statistics |
| hal-00383480, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00383480 | |
| oai:hal.archives-ouvertes.fr:hal-00383480 | |
| From: Dominique Hervé | |
| Submitted on: Wednesday, 13 May 2009 09:42:14 | |
| Updated on: Wednesday, 13 May 2009 09:42:14 | |
