Precise Laplace approximation for mixed rough differential equation (Q6644197)
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scientific article; zbMATH DE number 7950073
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Precise Laplace approximation for mixed rough differential equation |
scientific article; zbMATH DE number 7950073 |
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Precise Laplace approximation for mixed rough differential equation (English)
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27 November 2024
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large deviation principle
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Laplace approximation
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mixed rough path
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fractional Brownian motion
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