Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process (Q2882298)
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English | Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process |
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Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process (English)
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4 May 2012
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large deviations
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Ornstein-Uhlenbeck process
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fractional Brownian motion
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