Small ball probabilities and large deviations for grey Brownian motion (Q6177633)

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scientific article; zbMATH DE number 7790368
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Small ball probabilities and large deviations for grey Brownian motion
scientific article; zbMATH DE number 7790368

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    Small ball probabilities and large deviations for grey Brownian motion (English)
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    17 January 2024
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    fractional Brownian motion
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    grey Brownian motion
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    large deviations
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    small ball probabilities
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    small deviations
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    Wright M-function
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