Large deviation principle for enhanced Gaussian processes (Q841512)

From MaRDI portal
Revision as of 17:11, 18 April 2024 by Importer (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Large deviation principle for enhanced Gaussian processes
scientific article

    Statements

    title
    Large deviation principle for enhanced Gaussian processes (English)
    0 references
    author
    Nicolas Victoir
    0 references
    Peter K. Friz
    0 references
    publication date
    17 September 2009
    0 references
    zbMATH Keywords
    rough paths
    0 references
    large deviation principle
    0 references
    Gaussian processes
    0 references
    fractional Brownian motion
    0 references

    Identifiers

    Mathematics Subject Classification ID
    60F10
    0 references
    60G15
    0 references
    60H99
    0 references
    zbMATH DE Number
    5604514
    0 references
    OpenAlex ID
    W1969136851
    0 references
    arXiv ID
    math/0512213
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q841512&oldid=33357214"
    Powered by MediaWiki