Large deviations for rough paths of the fractional Brownian motion

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Publication:2490103

DOI10.1016/j.anihpb.2005.04.003zbMath1087.60035arXivmath/0412200OpenAlexW2072702699MaRDI QIDQ2490103

Annie Millet, Marta Sanz-Solé

Publication date: 28 April 2006

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0412200




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