Small ball probabilities and large deviations for grey Brownian motion

DOI10.1214/23-ECP555arXiv2301.05055OpenAlexW4388678091MaRDI QIDQ6177633

Stefan Gerhold

Publication date: 17 January 2024

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2301.05055

zbMATH Keywords

fractional Brownian motionlarge deviationssmall deviationssmall ball probabilitiesgrey Brownian motionWright M-function

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Large deviations (60F10)

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