Large deviations for local time fractional Brownian motion and applications

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Large deviations for local time fractional Brownian motion and applications

Article history: Received 19 December 2007 Available online 9 June 2008 Submitted by M. Ledoux

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ژورنال

عنوان ژورنال: Journal of Mathematical Analysis and Applications

سال: 2008

ISSN: 0022-247X

DOI: 10.1016/j.jmaa.2008.05.087