On the lack of Gaussian tail for rough line integrals along fractional Brownian paths (Q6193774)

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scientific article; zbMATH DE number 7819905
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On the lack of Gaussian tail for rough line integrals along fractional Brownian paths
scientific article; zbMATH DE number 7819905

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    On the lack of Gaussian tail for rough line integrals along fractional Brownian paths (English)
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    19 March 2024
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    rough line integrals
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    lack of Gaussian tail
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    fractional Brownian motion
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