Large deviations for local time fractional Brownian motion and applications (Q936601)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for local time fractional Brownian motion and applications |
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Large deviations for local time fractional Brownian motion and applications (English)
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19 August 2008
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fractional Brownian motion
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Lévy process
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strictly stable process
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local time
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large deviation
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self-similarity
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modulus of continuity
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law of the iterated logarithm
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