Large deviations for rough paths of the fractional Brownian motion

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 42, Issue 2, 2006, Pages 245-271

  Millet, Annie ^a,b   Sanz Solé, Marta ^c  

^a SORBONNE UNIVERSITÉ   (France)

^b University Paris I Sorbonne Panthéon   (France)

^c UNIVERSITY OF BARCELONA   (Spain)

Author keywords

Fractional Brownian motion; Large deviation principle; Rough paths

Indexed keywords

EID: 31444454600     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpb.2005.04.003     Document Type: Article

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