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Teoriya Veroyatnostei i ee Primeneniya, 2010, Volume 55, Issue 4, Pages 732–771
DOI: https://doi.org/10.4213/tvp4280 (Mi tvp4280) 		 
This article is cited in 47 scientific papers (total in 47 papers)

Sharp large deviations for the fractional Ornstein–Uhlenbeck process

B. Bercua, L. Coutinb, N. Savyb

a Paris-Sud University 11
b Université Paul Sabatier
Full-text PDF (314 kB) Citations (47)
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DOI: https://doi.org/10.4213/tvp4280
Received: 25.05.2009
Revised: 14.09.2010
English version:
Theory of Probability and its Applications, 2011, Volume 55, Issue 4, Pages 575–610
DOI: https://doi.org/10.1137/S0040585X97985108
Bibliographic databases:
Document Type: Article
Language: English
Citation: B. Bercu, L. Coutin, N. Savy, “Sharp large deviations for the fractional Ornstein–Uhlenbeck process”, Teor. Veroyatnost. i Primenen., 55:4 (2010), 732–771; Theory Probab. Appl., 55:4 (2011), 575–610
Citation in format AMSBIB
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    • This publication is cited in the following 47 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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