# Moderate Deviations for Dynamic Model Governed by Stationary Process

@inproceedings{Liptser1996ModerateDF, title={Moderate Deviations for Dynamic Model Governed by Stationary Process}, author={R. Sh. Liptser}, year={1996} }

- Published 1996

We give an example of the moderate deviations for the family (X n t) t≥0 , n ≥ 1 with ˙ X n t = a(X n t) + b(X n t) n √ n k+1 ηtn, where ηt is a stationary process obeying the Wold – decomposition: ηt = R t −∞ h(t − s)dN s with respect to a process Nt with homogeneous independent square integrable increments and 1/2 < k < 1.