Large deviations of time-averaged statistics for Gaussian processes (Q1726729): Difference between revisions

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-.1016/j.spl.2018.07.013
@@ Property / DOI: 10.1016/j.spl.2018.07.013 / rank @@
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@@ Property / author @@
-Janusz Gajda
@@ Property / author: Janusz Gajda / rank @@
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@@ Property / author @@
-Agnieszka Wyłomańska
@@ Property / author: Agnieszka Wyłomańska / rank @@
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@@ Property / author @@
-Holger Kantz
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-Q193156
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@@ Property / author @@
-Grzegorz Sikora
@@ Property / author: Grzegorz Sikora / rank @@
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@@ Property / author @@
+Janusz Gajda
@@ Property / author: Janusz Gajda / rank @@
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@@ Property / author @@
+Agnieszka Wyłomańska
@@ Property / author: Agnieszka Wyłomańska / rank @@
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@@ Property / author @@
+Holger Kantz
@@ Property / author: Holger Kantz / rank @@
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@@ Property / author @@
+Aleksei V. Chechkin
@@ Property / author: Aleksei V. Chechkin / rank @@
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@@ Property / author @@
+Grzegorz Sikora
@@ Property / author: Grzegorz Sikora / rank @@
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+Large deviations for the Ornstein-Uhlenbeck process without tears
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+Large deviations for rough paths of the fractional Brownian motion
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+Asymptotic probabilities and differential equations
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+Large deviations for subordinated fractional Brownian motion and applications
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@@ Property / DOI @@
+.1016/J.SPL.2018.07.013
@@ Property / DOI: 10.1016/J.SPL.2018.07.013 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1726729