Large deviations for rough paths of the fractional Brownian motion (Q2490103)
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scientific article; zbMATH DE number 5021189
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Large deviations for rough paths of the fractional Brownian motion |
scientific article; zbMATH DE number 5021189 |
Statements
Large deviations for rough paths of the fractional Brownian motion (English)
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28 April 2006
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geometric rough path
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fractional Brownian motion
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large deviation principle
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0.8432871103286743
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0.8409111499786377
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0.8163003921508789
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0.812454104423523
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