Large deviations for rough paths of the fractional Brownian motion (Q2490103): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for rough paths of the fractional Brownian motion |
scientific article |
Statements
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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