Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm (Q887453)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm |
scientific article |
Statements
Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm (English)
0 references
26 October 2015
0 references
large deviations
0 references
fractional Brownian motion
0 references
\(C_{r,p}\)-capacity
0 references
Schilder's theorem
0 references
0 references
