Large deviation for several fractional Brownian motions and diffusion process

DOI10.17654/0975045224003MaRDI QIDQ6552047

Raphaël Diatta, Alassane Diédhiou

Publication date: 8 June 2024

Published in: International Journal of Numerical Methods and Applications (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionlarge deviations principlemixed fractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Large deviations (60F10) White noise theory (60H40) Stochastic integral equations (60H20)

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