Large deviations for multi-dimensional reflected fractional Brownian motion (Q4440448)
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scientific article; zbMATH DE number 2019653
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| 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)
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18 December 2003
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Skorokhod problem
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long-range dependence
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heavy traffic model
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Brownian motions
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0.7858990430831909
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0.7641780972480774
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0.7596843838691711
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