Large deviations for Gaussian processes in Hölder norm (Q4674617)
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scientific article; zbMATH DE number 2168372
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for Gaussian processes in Hölder norm |
scientific article; zbMATH DE number 2168372 |
Statements
Large deviations for Gaussian processes in Hölder norm (English)
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17 May 2005
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Wiener process
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Brownian bridge
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fractional Brownian motion
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stationary Gaussian processes with power-law
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