Large deviations for rough paths of the fractional brownian motion

Millet, Annie; Sanz-Solé, Marta

doi:10.1016/j.anihpb.2005.04.003

Millet, Annie ; Sanz-Solé, Marta

Annales de l'I.H.P. Probabilités et statistiques, Tome 42 (2006) no. 2, pp. 245-271.

MR Zbl | 4 citations dans Numdam

DOI : 10.1016/j.anihpb.2005.04.003

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     title = {Large deviations for rough paths of the fractional brownian motion},
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     pages = {245--271},
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Millet, Annie; Sanz-Solé, Marta. Large deviations for rough paths of the fractional brownian motion. Annales de l'I.H.P. Probabilités et statistiques, Tome 42 (2006) no. 2, pp. 245-271. doi : 10.1016/j.anihpb.2005.04.003. http://archive.numdam.org/articles/10.1016/j.anihpb.2005.04.003/

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