Open AccessLarge deviation principle for reflected diffusion process fractional Brownian motion
Author(s) -
Raphaël Diatta,
Ibrahima Sane,
Alassane Diédhiou
Publication year - 2021
Publication title -
advances in the theory of nonlinear analysis and its application
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.278
H-Index - 3
ISSN - 2587-2648
DOI - 10.31197/atnaa.767867
Subject(s) - mathematics , square integrable function , fractional brownian motion , stochastic differential equation , mathematical analysis , rate function , uniqueness , brownian motion , diffusion process , integrable system , large deviations theory , anomalous diffusion , differential equation , hurst exponent , knowledge management , statistics , innovation diffusion , computer science
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