Large deviations for local time fractional Brownian motion and applications
From MaRDI portal
Publication:936601
DOI10.1016/j.jmaa.2008.05.087zbMath1147.60025arXiv0712.0574OpenAlexW2111010650MaRDI QIDQ936601
Yimin Xiao, Mark M. Meerschaert, Erkan Nane
Publication date: 19 August 2008
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0712.0574
fractional Brownian motionself-similaritylarge deviationmodulus of continuitylaw of the iterated logarithmlocal timeLévy processstrictly stable process
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