Large Deviations of a Storage Process with Fractional Brownian Motion as Input

✍ Scribed by Vladimir I. Piterbarg

• Book ID: 110326119
• Publisher: Springer
• Year: 2001
• Tongue: English
• Weight: 118 KB
• Volume: 4
• Category: Article
• ISSN: 1386-1999
• DOI: 10.1023/a:1013973109998