Large deviation principle for enhanced Gaussian processes (Q841512)

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Large deviation principle for enhanced Gaussian processes
scientific article

    Statements

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

    Mathematics Subject Classification ID
    60F10
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    60G15
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    60H99
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    zbMATH DE Number
    5604514
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