Sharp large deviations for the fractional Ornstein--Uhlenbeck process
Teoriâ veroâtnostej i ee primeneniâ, Tome 55 (2010) no. 4, pp. 732-771
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@article{TVP_2010_55_4_a4,
author = {B. Bercu and L. Coutin and N. Savy},
title = {Sharp large deviations for the fractional {Ornstein--Uhlenbeck} process},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {732--771},
publisher = {mathdoc},
volume = {55},
number = {4},
year = {2010},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2010_55_4_a4/}
}
TY - JOUR AU - B. Bercu AU - L. Coutin AU - N. Savy TI - Sharp large deviations for the fractional Ornstein--Uhlenbeck process JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2010 SP - 732 EP - 771 VL - 55 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2010_55_4_a4/ LA - en ID - TVP_2010_55_4_a4 ER -
B. Bercu; L. Coutin; N. Savy. Sharp large deviations for the fractional Ornstein--Uhlenbeck process. Teoriâ veroâtnostej i ee primeneniâ, Tome 55 (2010) no. 4, pp. 732-771. http://geodesic.mathdoc.fr/item/TVP_2010_55_4_a4/