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Small ball probabilities and large deviations for grey Brownian motion - MaRDI portal

Small ball probabilities and large deviations for grey Brownian motion (Q6177633)

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scientific article; zbMATH DE number 7790368
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English
Small ball probabilities and large deviations for grey Brownian motion
scientific article; zbMATH DE number 7790368

    Statements

    title
    Small ball probabilities and large deviations for grey Brownian motion (English)
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    author
    Stefan Gerhold
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    publication date
    17 January 2024
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    zbMATH Keywords
    fractional Brownian motion
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    grey Brownian motion
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    large deviations
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    small ball probabilities
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    small deviations
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    Wright M-function
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    Identifiers

    arXiv ID
    2301.05055
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    DOI
    10.1214/23-ecp555
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    zbMATH DE Number
    7790368
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    OpenAlex ID
    W4388678091
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