Vol.5 No.2 (March 2015)
Moderate Deviations of Hypothesis Testing in Stochastic Partial Differential Equations
崔汝伟 ：南京航空航天大学，江苏 南京
In this paper, we focus our attention on the hypothesis testing problem for the drift coefficient in the diagonalizable stochastic evolution equation driven by additive fractional Brownian motion with Hurst parameter H∈[ 21,1);. And when the dimension N is fixed and observation time T tends to infinity, with the help of moderate deviations for the log-likelihood ratio process, we give the negative regions and obtain the decay rates of the error probabilities. Moreover, we also apply our results to some examples.
崔汝伟 (2015) 抛物型SPDE中假设检验的中偏差原理。 理论数学， 5， 28-33. doi: 10.12677/PM.2015.52005
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