Large deviations for subordinated Brownian motion and applications
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Publication:2453887
DOI10.1016/j.spl.2014.02.003zbMath1298.60036MaRDI QIDQ2453887
Marcin Magdziarz, Janusz Gajda
Publication date: 11 June 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.02.003
fractional Brownian motion; Brownian motion; large deviations; \(\alpha\)-stable process; inverse subordinator
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