Large Deviations For Parameter Estimates In Fractional Ornstein-Uhlenbeck Model

In this paper we investigate the large deviations for parameter estimates in fractional Ornstein- Uhlenbeck model. We obtain the large deviation through the method of Lapale asymptotic integration and Girsanov transfomation.This paper consists of three parts. The first one introduces the background and our aim and investigation method with respect to fractional Brownian motion.Then we give some premiliaries, including stochastic integration for fractional Brownian motion, parameter estimates in the fractional Ornstein-Uhlenbeck process and the large deviation principle. The third chapter is the main part, which gives the large deviations for parameter estimates in fractional Ornstein- Uhlenbeck model. In the end,we provide their proofs.