Inequalities for a Pair of Processes Stopped at a Random Time, Proc. London Math. Soc. 52, pp.142-172, 1986. ,
DOI : 10.1112/plms/s3-52.1.142
Large deviations for the Ornstein-Uhlenbeck process with shift, Adv. Appl. Prob, vol.47, pp.1-22, 2015. ,
URL : https://hal.archives-ouvertes.fr/hal-01023543
Concentration inequalities for sums and martingales, SpringerBrief in Mathematics, 2015. ,
Sharp large deviations for the non-stationary Ornstein- Uhlenbeck process. Stochastic Process, Appl, vol.122, issue.10, pp.3393-3424, 2012. ,
URL : https://hal.archives-ouvertes.fr/hal-00645074
Sharp large deviations for the Ornstein-Uhlenbeck process. SIAM Theory Probab, Appl, vol.46, issue.1, pp.1-19, 2002. ,
URL : https://hal.archives-ouvertes.fr/hal-00386239
Large deviations for quadratic functionals of Gaussian processes, Journal of Theoretical Probability, vol.10, issue.2, pp.307-332, 1997. ,
DOI : 10.1023/A:1022656331883
A General Class of Exponential Inequalities for Martingales and Ratios, The Annals of Probability, vol.27, issue.1, pp.537-564, 1999. ,
DOI : 10.1214/aop/1022677271
Large deviations techniques and applications, Applications of Mathematics, vol.38, 1998. ,
DOI : 10.1007/978-1-4612-5320-4
Large deviations in estimation of an Ornstein-Uhlenbeck model, Journal of Applied Probability, vol.1, issue.01, pp.60-77, 1999. ,
DOI : 10.1023/A:1022656331883
Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift, Electronic Communications in Probability, vol.14, issue.0, pp.210-223, 2009. ,
DOI : 10.1214/ECP.v14-1466
Bernstein-type Concentration Inequalities for Symmetric Markov Processes, Theory of Probability & Its Applications, vol.58, issue.3, pp.358-382, 2014. ,
DOI : 10.1137/S0040585X97986667
URL : https://hal.archives-ouvertes.fr/hal-00455598
Chernoff and Berry???Ess??en inequalities for Markov processes, ESAIM: Probability and Statistics, vol.5, pp.183-201, 2001. ,
DOI : 10.1051/ps:2001108