millet.sanz-sole:06:large¶
BibTeX Entry:
@article{millet.sanz-sole:06:large,
author = {Millet, Annie and Sanz-Sol\'{e}, Marta},
doi = {10.1016/j.anihpb.2005.04.003},
fjournal = {Annales de l'Institut Henri Poincar\'{e}. Probabilit\'{e}s et Statistiques},
issn = {0246-0203},
journal = {Ann. Inst. H. Poincar\'{e} Probab. Statist.},
mrclass = {60G15 (60F10)},
mrnumber = {2199801},
mrreviewer = {Mireille Capitaine},
number = {2},
pages = {245--271},
title = {Large deviations for rough paths of the fractional {B}rownian motion},
url = {https://doi.org/10.1016/j.anihpb.2005.04.003},
volume = {42},
year = {2006}
}