Large deviations for rough paths of the fractional Brownian motion (Q2490103)

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Large deviations for rough paths of the fractional Brownian motion
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    Statements

    title
    Large deviations for rough paths of the fractional Brownian motion (English)
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    author
    Annie Millet
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    Marta Sanz-Solé
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    publication date
    28 April 2006
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    zbMATH Keywords
    geometric rough path
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    fractional Brownian motion
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    large deviation principle
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    Identifiers

    zbMATH DE Number
    5021189
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    OpenAlex ID
    W2072702699
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    arXiv ID
    math/0412200
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