Tail estimates for Markovian rough paths (2017)

First Author: Cass T
Attributed to:  Constrained random phenomena using rough paths funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/16-aop1117

Publication URI: http://dx.doi.org/10.1214/16-aop1117

Type: Journal Article/Review

Parent Publication: The Annals of Probability

Issue: 4