Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process
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Publication:2882298
DOI10.1137/S0040585X97985108zbMath1252.60026arXiv0810.4491MaRDI QIDQ2882298
Nicolas Savy, Bernard Bercu, Laure Coutin
Publication date: 4 May 2012
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0810.4491
Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10) Large deviations (60F10)
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