Large deviations for rough paths of the fractional brownian motion

Annie Millet; Marta Sanz-Solé

Annales de l'I.H.P. Probabilités et statistiques (2006)

  • Volume: 42, Issue: 2, page 245-271
  • ISSN: 0246-0203

How to cite


Millet, Annie, and Sanz-Solé, Marta. "Large deviations for rough paths of the fractional brownian motion." Annales de l'I.H.P. Probabilités et statistiques 42.2 (2006): 245-271. <>.

author = {Millet, Annie, Sanz-Solé, Marta},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {geometric rough path; fractional Brownian motion; large deviation principle},
language = {eng},
number = {2},
pages = {245-271},
publisher = {Elsevier},
title = {Large deviations for rough paths of the fractional brownian motion},
url = {},
volume = {42},
year = {2006},

AU - Millet, Annie
AU - Sanz-Solé, Marta
TI - Large deviations for rough paths of the fractional brownian motion
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2006
PB - Elsevier
VL - 42
IS - 2
SP - 245
EP - 271
LA - eng
KW - geometric rough path; fractional Brownian motion; large deviation principle
UR -
ER -


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