Large deviations for local time fractional Brownian motion and applications (Q936601)
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scientific article; zbMATH DE number 5313896
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| English | Large deviations for local time fractional Brownian motion and applications |
scientific article; zbMATH DE number 5313896 |
Statements
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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0.8573774099349976
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0.8566833734512329
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0.830996036529541
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0.8263378143310547
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0.8029393553733826
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