Ma, Xiaocui; Xi, Fubao; Liu, Dezhi Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises. (English) Zbl 1451.60035 Front. Math. China 15, No. 3, 529-554 (2020). MSC: 60F10 60H10 PDFBibTeX XMLCite \textit{X. Ma} et al., Front. Math. China 15, No. 3, 529--554 (2020; Zbl 1451.60035) Full Text: DOI
Jiang, Hui Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift. (English) Zbl 1341.62261 Front. Math. China 11, No. 2, 291-307 (2016). MSC: 62M02 62G10 60J60 60F10 PDFBibTeX XMLCite \textit{H. Jiang}, Front. Math. China 11, No. 2, 291--307 (2016; Zbl 1341.62261) Full Text: DOI
Ma, Xiaocui; Xi, Fubao Large deviations for empirical measures of switching diffusion processes with small parameters. (English) Zbl 1321.60050 Front. Math. China 10, No. 4, 949-963 (2015). MSC: 60F10 60J60 60J27 93E15 PDFBibTeX XMLCite \textit{X. Ma} and \textit{F. Xi}, Front. Math. China 10, No. 4, 949--963 (2015; Zbl 1321.60050) Full Text: DOI
Bai, Lihua; Guo, Junyi Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach. (English) Zbl 1141.93064 Front. Math. China 2, No. 4, 527-537 (2007). MSC: 93E20 91G80 93E11 49L20 PDFBibTeX XMLCite \textit{L. Bai} and \textit{J. Guo}, Front. Math. China 2, No. 4, 527--537 (2007; Zbl 1141.93064) Full Text: DOI