Large deviations for sample paths of Gaussian processes quadratic variations.
Perrin, O. ; Zani, M.
Zapiski Nauchnykh Seminarov POMI, Tome 321 (2005), p. 169-181 / Harvested from The Electronic Library of Mathematics
Publié le : 2005-01-01
EUDML-ID : urn:eudml:doc:227887
@article{05029472,
     title = {Large deviations for sample paths of Gaussian processes quadratic variations.},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     volume = {321},
     year = {2005},
     pages = {169-181},
     zbl = {1089.60020},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05029472}
}
Perrin, O.; Zani, M. Large deviations for sample paths of Gaussian processes quadratic variations.. Zapiski Nauchnykh Seminarov POMI, Tome 321 (2005) pp. 169-181. http://gdmltest.u-ga.fr/item/05029472/