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Large deviations for Gaussian processes in Hölder norm - MaRDI portal

Large deviations for Gaussian processes in Hölder norm (Q4674617)

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scientific article; zbMATH DE number 2168372
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English
Large deviations for Gaussian processes in Hölder norm
scientific article; zbMATH DE number 2168372

    Statements

    title
    Large deviations for Gaussian processes in Hölder norm (English)
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    author
    V. R. Fatalov
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    publication date
    17 May 2005
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    2168372
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