Open AccessSharp large deviations for the fractional Ornstein - Uhlenbeck process
Author(s) -
Bernard Bercu,
Laure Coutin,
Nicolas Savy
Publication year - 2010
Publication title -
теория вероятностей и ее применения
Language(s) - English
Resource type - Journals
eISSN - 2305-3151
pISSN - 0040-361X
DOI - 10.4213/tvp4280
Subject(s) - ornstein–uhlenbeck process , fractional brownian motion , hurst exponent , estimator , mathematics , statistical physics , brownian motion , stochastic process , statistics , physics
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