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Large deviations for subordinated Brownian motion and applications
Institution:1. Wrocław University of Technology, Faculty of Geoengineering, Mining and Geology, Institute of Mining Engineering; Wybrzeże S. Wyspiańskiego 27; 50-370 Wrocław, Poland;2. Wrocław University of Technology, Faculty of Fundamental Problems of Technology, Hugo Steinhaus Center; Wybrzeże S. Wyspiańskiego 27; 50-370 Wrocław, Poland;3. Wrocław University of Technology, Faculty of Civil Engineering, Institute of Geotechnics and Hydrotechnics; Wybrzeże S. Wyspiańskiego 27; 50-370 Wrocław, Poland;1. Faculty of Pure and Applied Mathematics, Wrocław University of Science and Technology, ul. Wyb. Wyspiańskiego 27, 50-370 Wrocław, Poland;2. Mathematical Institute, University of Wrocław, pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland;1. Mathematical institute, University of Wrocław, Poland;2. Faculty of Pure and Applied Mathematics, Wrocław University of Science and Technology, ul. Wyb. Wyspiańskiego 27, 50-370 Wrocław, Poland;1. Faculty of Pure and Applied Mathematics, Hugo Steinhaus Center, Wroclaw University of Science and Technology, Wybrzeze Wyspianskiego 27, 50-370 Wroclaw, Poland;2. Research and Development Centre, KGHM Cuprum Ltd, Sikorskiego 2-8, 53-659 Wroclaw, Poland;3. Diagnostics and Vibro-Acoustic Science Laboratory, Wroclaw University of Science and Technology, Na Grobli 15, 50-421 Wroclaw, Poland;1. Faculty of Geoengineering, Mining and Geology, Wroclaw University of Science and Technology, Wybrzeże Wyspianskiego 27, 50-370 Wrocław, Poland;2. KGHM CUPRUM Ltd., R&D, Sikorskiego 2-8, 53-659 Wroclaw, Poland;1. Institute of Air Conditioning and District Heating, Faculty of Environmental Engineering, Wrocław University of Science and Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland;2. Faculty of Pure and Applied Mathematics, Hugo Steinhaus Center, Wrocław University of Science and Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland
Abstract:
Keywords:Brownian motion  Fractional Brownian motion  Inverse subordinator  Large deviations
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