Large deviations for local time fractional Brownian motion and applications (Q936601): Difference between revisions

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Latest revision as of 14:00, 28 June 2024

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Large deviations for local time fractional Brownian motion and applications
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    Large deviations for local time fractional Brownian motion and applications (English)
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    19 August 2008
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    fractional Brownian motion
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    Lévy process
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    strictly stable process
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    local time
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    large deviation
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    self-similarity
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    modulus of continuity
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    law of the iterated logarithm
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