Large deviations for subordinated Brownian motion and applications (Q2453887): Difference between revisions

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Large deviations for subordinated Brownian motion and applications
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    Large deviations for subordinated Brownian motion and applications (English)
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    11 June 2014
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    Brownian motion
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    fractional Brownian motion
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    inverse subordinator
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    \(\alpha\)-stable process
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    large deviations
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