B. Bercu, L. Coutin, N. Savy, “Sharp large deviations for the fractional Ornstein–Uhlenbeck process”, Teor. Veroyatnost. i Primenen., 2010, Volume 55, Issue 4,Pages <nobr>732

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Teor. Veroyatnost. i Primenen., 2010 Volume 55, Issue 4, Pages 732–771 (Mi tvp4280)

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Sharp large deviations for the fractional Ornstein–Uhlenbeck process

B. Bercu^a, L. Coutin^b, N. Savy^b

^a Paris-Sud University 11
^b Université Paul Sabatier

Received: 25.05.2009
Revised: 14.09.2010

Language: English

DOI: 10.4213/tvp4280

English version: Theory of Probability and its Applications, 2011, 55:4, 575–610

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