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<p>For linear self-repelling diffusions, we explicitly study deviation properties, including the deviation inequalities for some quadratic functionals and the Cramer-type moderate deviations of maximum likelihood estimators for the drift coefficients. The main methods of this paper consist of the deviation inequalities for multiple Wiener-Itô integrals and the asymptotic analysis techniques.</p>

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Deviation inequalities and Cramér-type moderate deviations of self-repelling diffusions

  • 期刊论文

  • 发表日期：

    2026年8月5日

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  • Yajuan Pan,
  • Baobin Wang

摘要

For linear self-repelling diffusions, we explicitly study deviation properties, including the deviation inequalities for some quadratic functionals and the Cramer-type moderate deviations of maximum likelihood estimators for the drift coefficients. The main methods of this paper consist of the deviation inequalities for multiple Wiener-Itô integrals and the asymptotic analysis techniques.