Large deviations for the fractional Brownian local time (Q1600171)

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Large deviations for the fractional Brownian local time
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    title
    Large deviations for the fractional Brownian local time (English)
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    author
    El Hassan Lakhel
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    publication date
    12 June 2002
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    Mathematics Subject Classification ID
    60F10
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    60J55
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    60G15
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    zbMATH DE Number
    1754804
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    zbMATH Keywords
    large deviation principle
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    local time
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    fractional Brownian motion
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