Large deviations for subordinated fractional Brownian motion and applications (Q1682130)
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scientific article; zbMATH DE number 6813471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for subordinated fractional Brownian motion and applications |
scientific article; zbMATH DE number 6813471 |
Statements
Large deviations for subordinated fractional Brownian motion and applications (English)
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28 November 2017
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large deviation
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tail probability
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inverse of \(\alpha\)-stable subordinator
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fractional Brownian motion
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0.9777559
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0.92874384
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0.9283591
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0.92236674
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0.91234267
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0.91032326
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