Large deviations for multi-dimensional reflected fractional Brownian motion (Q4440448)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Large deviations for multi-dimensional reflected fractional Brownian motion |
scientific article; zbMATH DE number 2019653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for multi-dimensional reflected fractional Brownian motion |
scientific article; zbMATH DE number 2019653 |
Statements
Large deviations for multi-dimensional reflected fractional Brownian motion (English)
0 references
18 December 2003
0 references
Skorokhod problem
0 references
long-range dependence
0 references
heavy traffic model
0 references
Brownian motions
0 references
