Large Deviation Principle for Fractional Brownian Motion with Respect to Capacity
نویسندگان
چکیده
منابع مشابه
Stochastic calculus with respect to fractional Brownian motion
— Fractional Brownian motion (fBm) is a centered selfsimilar Gaussian process with stationary increments, which depends on a parameter H ∈ (0, 1) called the Hurst index. In this conference we will survey some recent advances in the stochastic calculus with respect to fBm. In the particular case H = 1/2, the process is an ordinary Brownian motion, but otherwise it is not a semimartingale and Itô...
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ژورنال
عنوان ژورنال: Potential Analysis
سال: 2020
ISSN: 0926-2601,1572-929X
DOI: 10.1007/s11118-020-09844-6