Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes
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Publication:2431523
DOI10.1214/10-AOP566zbMath1229.60044arXiv0910.0324MaRDI QIDQ2431523
Wenbo V. Li, Xia Chen, Jan Rosiński, Qui-Man Shao
Publication date: 15 April 2011
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0910.0324
fractional Brownian motionlarge deviationslocal timeintersection local timelaw of iterated logarithmRiemann-Liouville process
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Large deviations (60F10) Self-similar stochastic processes (60G18) Local time and additive functionals (60J55)
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