Large deviations for functionals of some self-similar Gaussian processes (Q5086630): Difference between revisions

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Latest revision as of 14:15, 29 July 2024

scientific article; zbMATH DE number 7553830
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English
Large deviations for functionals of some self-similar Gaussian processes
scientific article; zbMATH DE number 7553830

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    Large deviations for functionals of some self-similar Gaussian processes (English)
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    6 July 2022
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    self-similar Gaussian process
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    fractional Brownian motion
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    sub-fractional Brownian motion
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    bi-fractional Brownian motion
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    reproducing kernel Hilbert space
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    local time
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    large deviation principles
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