Large deviations for the fractional Brownian local time

DOI10.1016/S1631-073X(02)02342-7zbMath0997.60020OpenAlexW2033025737MaRDI QIDQ1600171

El Hassan Lakhel

Publication date: 12 June 2002

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s1631-073x(02)02342-7

zbMATH Keywords

fractional Brownian motionlarge deviation principlelocal time

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10) Local time and additive functionals (60J55)

Cites Work

• Occupation densities
• Stochastic analysis of the fractional Brownian motion
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