Large deviation principle for enhanced gaussian processes
Friz, Peter ; Victoir, Nicolas
Annales de l'I.H.P. Probabilités et statistiques, Tome 43 (2007), p. 775-785 / Harvested from Numdam
Publié le : 2007-01-01
DOI : https://doi.org/10.1016/j.anihpb.2006.11.002
@article{AIHPB_2007__43_6_775_0,
     author = {Friz, Peter and Victoir, Nicolas},
     title = {Large deviation principle for enhanced gaussian processes},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {43},
     year = {2007},
     pages = {775-785},
     doi = {10.1016/j.anihpb.2006.11.002},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_2007__43_6_775_0}
}
Friz, Peter; Victoir, Nicolas. Large deviation principle for enhanced gaussian processes. Annales de l'I.H.P. Probabilités et statistiques, Tome 43 (2007) pp. 775-785. doi : 10.1016/j.anihpb.2006.11.002. http://gdmltest.u-ga.fr/item/AIHPB_2007__43_6_775_0/

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