Large deviation principle for enhanced gaussian processes

Peter Friz; Nicolas Victoir

Annales de l'I.H.P. Probabilités et statistiques (2007)

  • Volume: 43, Issue: 6, page 775-785
  • ISSN: 0246-0203

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Friz, Peter, and Victoir, Nicolas. "Large deviation principle for enhanced gaussian processes." Annales de l'I.H.P. Probabilités et statistiques 43.6 (2007): 775-785. <http://eudml.org/doc/77956>.

@article{Friz2007,
author = {Friz, Peter, Victoir, Nicolas},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {rough paths; large deviation principle; Gaussian processes; fractional Brownian motion},
language = {eng},
number = {6},
pages = {775-785},
publisher = {Elsevier},
title = {Large deviation principle for enhanced gaussian processes},
url = {http://eudml.org/doc/77956},
volume = {43},
year = {2007},
}

TY - JOUR
AU - Friz, Peter
AU - Victoir, Nicolas
TI - Large deviation principle for enhanced gaussian processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2007
PB - Elsevier
VL - 43
IS - 6
SP - 775
EP - 785
LA - eng
KW - rough paths; large deviation principle; Gaussian processes; fractional Brownian motion
UR - http://eudml.org/doc/77956
ER -

References

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