Large deviations for functionals of some self-similar Gaussian processes (Q5086630)
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scientific article; zbMATH DE number 7553830
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| English | Large deviations for functionals of some self-similar Gaussian processes |
scientific article; zbMATH DE number 7553830 |
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Large deviations for functionals of some self-similar Gaussian processes (English)
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6 July 2022
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self-similar Gaussian process
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fractional Brownian motion
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sub-fractional Brownian motion
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bi-fractional Brownian motion
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reproducing kernel Hilbert space
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local time
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large deviation principles
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0.7931085228919983
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0.7925251722335815
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0.7916649580001831
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0.7855796813964844
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