Large deviations for subordinated Brownian motion and applications
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DOI: 10.1016/j.spl.2014.02.003
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References listed on IDEAS
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Cited by:
- Gajda, J. & Wyłomańska, A. & Kantz, H. & Chechkin, A.V. & Sikora, G., 2018. "Large deviations of time-averaged statistics for Gaussian processes," Statistics & Probability Letters, Elsevier, vol. 143(C), pages 47-55.
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Keywords
Brownian motion; Fractional Brownian motion; Inverse subordinator; α-stable process; Large deviations;All these keywords.
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