Tail probability estimates for additive functionals (Q334081)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Tail probability estimates for additive functionals |
scientific article |
Statements
Tail probability estimates for additive functionals (English)
0 references
31 October 2016
0 references
tail probabilities
0 references
additive functionals
0 references
Malliavin calculus
0 references
fractional Brownian motion
0 references
Cox-Ingersoll-Ross process
0 references
0 references
0 references
0 references