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Sharp large deviations for the fractional Ornstein - Uhlenbeck process
hal.structure.identifier | Advanced Learning Evolutionary Algorithms [ALEA] | |
dc.contributor.author | BERCU, Bernard | |
hal.structure.identifier | Institut de Mathématiques de Toulouse UMR5219 [IMT] | |
dc.contributor.author | COUTIN, Laure | |
hal.structure.identifier | Institut de Mathématiques de Toulouse UMR5219 [IMT] | |
dc.contributor.author | SAVY, Nicolas | |
dc.date.issued | 2010 | |
dc.identifier.issn | 0040-361X | |
dc.language.iso | en | |
dc.publisher | Steklov Mathematical Institute of Russian Academy of Sciences | |
dc.title.en | Sharp large deviations for the fractional Ornstein - Uhlenbeck process | |
dc.type | Article de revue | |
dc.subject.hal | Mathématiques [math] | |
dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
bordeaux.journal | Teoriya Veroyatnostei i ee Primeneniya | |
bordeaux.page | 732-771 | |
bordeaux.volume | 55 | |
bordeaux.issue | 4 | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-01976746 | |
hal.version | 1 | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-01976746v1 | |
bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Teoriya%20Veroyatnostei%20i%20ee%20Primeneniya&rft.date=2010&rft.volume=55&rft.issue=4&rft.spage=732-771&rft.epage=732-771&rft.eissn=0040-361X&rft.issn=0040-361X&rft.au=BERCU,%20Bernard&COUTIN,%20Laure&SAVY,%20Nicolas&rft.genre=article |
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