Large deviation principle for fractional Brownian motion with respect to capacity (Q2660175)
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scientific article; zbMATH DE number 7329010
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| English | Large deviation principle for fractional Brownian motion with respect to capacity |
scientific article; zbMATH DE number 7329010 |
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Large deviation principle for fractional Brownian motion with respect to capacity (English)
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29 March 2021
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capacity
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fractional Brownian motion
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large deviations
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Malliavin derivative
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quasi-sure analysis
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0.8409111499786377
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0.8348364233970642
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0.8268370628356934
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0.7973543405532837
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