Large deviations for Gaussian processes in Hölder norm

DOI10.1070/IM2003v067n05ABEH000457zbMath1064.60045MaRDI QIDQ4674617

V. R. Fatalov

Publication date: 17 May 2005

Published in: Izvestiya: Mathematics (Search for Journal in Brave)

zbMATH Keywords

Wiener processfractional Brownian motionBrownian bridgestationary Gaussian processes with power-law

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10)

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