Large deviations for local time fractional Brownian motion and applications (Q936601)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for local time fractional Brownian motion and applications |
scientific article |
Statements
Large deviations for local time fractional Brownian motion and applications (English)
0 references
19 August 2008
0 references
fractional Brownian motion
0 references
Lévy process
0 references
strictly stable process
0 references
local time
0 references
large deviation
0 references
self-similarity
0 references
modulus of continuity
0 references
law of the iterated logarithm
0 references
