Large deviation principle for enhanced Gaussian processes

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

Volumn 43, Issue 6, 2007, Pages 775-785

  Friz, Peter ^a   Victoir, Nicolas ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Fractional Brownian motion; Gaussian processes; Large deviation principle; Rough paths

Indexed keywords

EID: 34547818587     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpb.2006.11.002     Document Type: Article

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