Large deviations for subordinated Brownian motion and applications (Q2453887): Difference between revisions
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scientific article
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English | 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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