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Large deviations of Shepp statistics for fractional Brownian motion

✍ Scribed by Hashorva, Enkelejd; Tan, Zhongquan

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Large Deviations of Shepp Statistics

✍ Shklyaev, A. V. 📂 Article 📅 2011 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 174 KB

On large deviations for the Shepp statis

✍ Kozlov, A.M. 📂 Article 📅 2004 🏛 Walter de Gruyter GmbH & Co. KG 🌐 English ⚖ 47 KB

Large Deviations of a Storage Process wi

✍ Vladimir I. Piterbarg 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 118 KB

Large deviation bounds for matrix Browni

✍ P. Biane; M. Capitaine; A. Guionnet 📂 Article 📅 2003 🏛 Springer-Verlag 🌐 English ⚖ 388 KB

Large deviations for subordinated Browni

✍ Gajda, Janusz; Magdziarz, Marcin 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 376 KB

Large Deviations for the Super-Brownian

✍ Wenming Hong 📂 Article 📅 2003 🏛 Springer US 🌐 English ⚖ 325 KB