Large deviations for subordinated fractional Brownian motion and applications (Q1682130): Difference between revisions
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Revision as of 07:02, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for subordinated fractional Brownian motion and applications |
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Large deviations for subordinated fractional Brownian motion and applications (English)
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28 November 2017
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large deviation
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tail probability
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inverse of \(\alpha\)-stable subordinator
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fractional Brownian motion
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