Large deviations for rough paths of the fractional Brownian motion (Q2490103): Difference between revisions

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Latest revision as of 23:56, 18 December 2024

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Large deviations for rough paths of the fractional Brownian motion
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    Large deviations for rough paths of the fractional Brownian motion (English)
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    28 April 2006
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    geometric rough path
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    fractional Brownian motion
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    large deviation principle
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