Large deviation principle for enhanced Gaussian processes (Q841512)

From MaRDI portal
Revision as of 01:51, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
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
    Mathematics Subject Classification ID
    60F10
    0 references
    60G15
    0 references
    60H99
    0 references
    zbMATH DE Number
    5604514
    0 references
    zbMATH Keywords
    rough paths
    0 references
    large deviation principle
    0 references
    Gaussian processes
    0 references
    fractional Brownian motion
    0 references
    OpenAlex ID
    W1969136851
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q841512&oldid=32674028"
    Powered by MediaWiki