Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm (Q887453)
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scientific article; zbMATH DE number 6498077
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm |
scientific article; zbMATH DE number 6498077 |
Statements
Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm (English)
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26 October 2015
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large deviations
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fractional Brownian motion
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\(C_{r,p}\)-capacity
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Schilder's theorem
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