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Large deviations for the fractional Brownian local time - MaRDI portal

Large deviations for the fractional Brownian local time (Q1600171)

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scientific article; zbMATH DE number 1754804
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English
Large deviations for the fractional Brownian local time
scientific article; zbMATH DE number 1754804

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    Large deviations for the fractional Brownian local time (English)
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    12 June 2002
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    large deviation principle
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    local time
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    fractional Brownian motion
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