Large deviations for sample paths of Gaussian processes quadratic variations.

Perrin, O.; Zani, M.

Zapiski Nauchnykh Seminarov POMI (2005)

  • Volume: 328, page 169-181
  • ISSN: 0373-2703

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Perrin, O., and Zani, M.. "Large deviations for sample paths of Gaussian processes quadratic variations.." Zapiski Nauchnykh Seminarov POMI 328 (2005): 169-181. <http://eudml.org/doc/227887>.

@article{Perrin2005,
author = {Perrin, O., Zani, M.},
journal = {Zapiski Nauchnykh Seminarov POMI},
language = {eng},
pages = {169-181},
publisher = {Nauka},
title = {Large deviations for sample paths of Gaussian processes quadratic variations.},
url = {http://eudml.org/doc/227887},
volume = {328},
year = {2005},
}

TY - JOUR
AU - Perrin, O.
AU - Zani, M.
TI - Large deviations for sample paths of Gaussian processes quadratic variations.
JO - Zapiski Nauchnykh Seminarov POMI
PY - 2005
PB - Nauka
VL - 328
SP - 169
EP - 181
LA - eng
UR - http://eudml.org/doc/227887
ER -

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