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Large deviation principle for fractional Brownian motion with respect to capacity - MaRDI portal

Large deviation principle for fractional Brownian motion with respect to capacity (Q2660175)

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Large deviation principle for fractional Brownian motion with respect to capacity
scientific article

    Statements

    title
    Large deviation principle for fractional Brownian motion with respect to capacity (English)
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    author
    Jiawei Li
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    Zhongmin Qian
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    publication date
    29 March 2021
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    zbMATH Keywords
    capacity
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    fractional Brownian motion
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    large deviations
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    Malliavin derivative
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    quasi-sure analysis
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    cites work
    Q4219109
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    Q4391441
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    Q3341599
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    Identifiers

    Mathematics Subject Classification ID
    60F10
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    60G22
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    60H07
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    zbMATH DE Number
    7329010
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    OpenAlex ID
    W3021150914
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    arXiv ID
    1807.06891
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