Large deviation principle for enhanced Gaussian processes (Q841512)
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scientific article; zbMATH DE number 5604514
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Large deviation principle for enhanced Gaussian processes |
scientific article; zbMATH DE number 5604514 |
Statements
Large deviation principle for enhanced Gaussian processes (English)
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17 September 2009
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rough paths
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large deviation principle
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Gaussian processes
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fractional Brownian motion
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0.8026086688041687
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0.8001023530960083
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0.7959685921669006
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0.795635998249054
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0.7871215343475342
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