Large deviations for rough paths of the fractional brownian motion
Millet, Annie ; Sanz-Solé, Marta
Annales de l'I.H.P. Probabilités et statistiques, Tome 42 (2006), p. 245-271 / Harvested from Numdam
@article{AIHPB_2006__42_2_245_0,
     author = {Millet, Annie and Sanz-Sol\'e, Marta},
     title = {Large deviations for rough paths of the fractional brownian motion},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {42},
     year = {2006},
     pages = {245-271},
     doi = {10.1016/j.anihpb.2005.04.003},
     mrnumber = {2199801},
     zbl = {1087.60035},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_2006__42_2_245_0}
}
Millet, Annie; Sanz-Solé, Marta. Large deviations for rough paths of the fractional brownian motion. Annales de l'I.H.P. Probabilités et statistiques, Tome 42 (2006) pp. 245-271. doi : 10.1016/j.anihpb.2005.04.003. http://gdmltest.u-ga.fr/item/AIHPB_2006__42_2_245_0/

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