{"id":"https://openalex.org/W2135603267","doi":"https://doi.org/10.1137/s0040585x97985108","title":"Sharp Large Deviations for the Fractional Ornstein\u2013Uhlenbeck Process","display_name":"Sharp Large Deviations for the Fractional Ornstein\u2013Uhlenbeck Process","publication_year":2011,"publication_date":"2011-11-10","ids":{"openalex":"https://openalex.org/W2135603267","doi":"https://doi.org/10.1137/s0040585x97985108","mag":"2135603267"},"language":"en","primary_location":{"id":"doi:10.1137/s0040585x97985108","doi":"https://doi.org/10.1137/s0040585x97985108","is_oa":false,"landing_page_url":"https://doi.org/10.1137/s0040585x97985108","pdf_url":null,"source":{"id":"https://openalex.org/S177771411","display_name":"Theory of Probability and Its Applications","issn_l":"0040-585X","issn":["0040-585X","1095-7219"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","dongbi-c","jufo-1","norway-1","poland-40","russia-white-list-2"],"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Theory of Probability &amp; Its Applications","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://arxiv.org/pdf/0810.4491","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5012729106","display_name":"Bernard Bercu","orcid":"https://orcid.org/0000-0002-8118-5232","observed_orcids":["https://orcid.org/0000-0002-8118-5232"]},"institutions":[{"id":"https://openalex.org/I4210166017","display_name":"Institut de Math\u00e9matiques de Bordeaux","ror":"https://ror.org/05m3r1b84","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1326498283","https://openalex.org/I15057530","https://openalex.org/I4210141950","https://openalex.org/I4210160189","https://openalex.org/I4210166017"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"B. Bercu","raw_affiliation_strings":["Institut de Math\u00e9matiques de Bordeaux"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut de Math\u00e9matiques de Bordeaux","institution_ids":["https://openalex.org/I4210166017"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5112528875","display_name":"Laure Coutin","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I84500057","display_name":"Institut de Math\u00e9matiques de Toulouse","ror":"https://ror.org/014vp6c30","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I196454796","https://openalex.org/I4210092408","https://openalex.org/I4210126056","https://openalex.org/I4210141950","https://openalex.org/I4210152422","https://openalex.org/I4405258862","https://openalex.org/I84500057"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"L. Coutin","raw_affiliation_strings":["Institut de Math\u00e9matiques de Toulouse (UMR5219)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut de Math\u00e9matiques de Toulouse (UMR5219)","institution_ids":["https://openalex.org/I84500057"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5015893514","display_name":"Nicolas Savy","orcid":"https://orcid.org/0000-0001-9839-9598","observed_orcids":["https://orcid.org/0000-0001-9839-9598"]},"institutions":[{"id":"https://openalex.org/I84500057","display_name":"Institut de Math\u00e9matiques de Toulouse","ror":"https://ror.org/014vp6c30","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I196454796","https://openalex.org/I4210092408","https://openalex.org/I4210126056","https://openalex.org/I4210141950","https://openalex.org/I4210152422","https://openalex.org/I4405258862","https://openalex.org/I84500057"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"N. Savy","raw_affiliation_strings":["Institut de Math\u00e9matiques de Toulouse (UMR5219)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut de Math\u00e9matiques de Toulouse (UMR5219)","institution_ids":["https://openalex.org/I84500057"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":10.6276,"has_fulltext":true,"cited_by_count":52,"citation_normalized_percentile":{"value":0.97970578,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"55","issue":"4","first_page":"575","last_page":"610"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.6176999807357788,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.6176999807357788,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.12729999423027039,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10288","display_name":"Fractional Differential Equations Solutions","score":0.045899998396635056,"subfield":{"id":"https://openalex.org/subfields/2611","display_name":"Modeling and Simulation"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/fractional-ornstein-uhlenbeck-process","display_name":"fractional Ornstein-Uhlenbeck process","score":0.9829999804496765},{"id":"https://openalex.org/keywords/fractional-brownian-motion","display_name":"fractional Brownian motion","score":0.996999979019165},{"id":"https://openalex.org/keywords/hurst-index-greater-than-1-2","display_name":"Hurst index greater than 1/2","score":0.9240000247955322},{"id":"https://openalex.org/keywords/maximum-likelihood-estimator","display_name":"maximum likelihood estimator","score":0.8939999938011169}],"concepts":[{"id":"https://openalex.org/C31634936","wikidata":"https://www.wikidata.org/wiki/Q1757587","display_name":"Ornstein\u2013Uhlenbeck process","level":3,"score":0.9269374012947083},{"id":"https://openalex.org/C108819105","wikidata":"https://www.wikidata.org/wiki/Q1143293","display_name":"Fractional Brownian motion","level":3,"score":0.9045777320861816},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8148093223571777},{"id":"https://openalex.org/C96835011","wikidata":"https://www.wikidata.org/wiki/Q1638718","display_name":"Hurst exponent","level":2,"score":0.8136252760887146},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6007470488548279},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.5127347707748413},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.45378658175468445},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.36438366770744324},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.3276389241218567},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.3266040086746216},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3049739897251129},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.11161667108535767}],"mesh":[],"locations_count":10,"locations":[{"id":"doi:10.1137/s0040585x97985108","doi":"https://doi.org/10.1137/s0040585x97985108","is_oa":false,"landing_page_url":"https://doi.org/10.1137/s0040585x97985108","pdf_url":null,"source":{"id":"https://openalex.org/S177771411","display_name":"Theory of Probability and Its Applications","issn_l":"0040-585X","issn":["0040-585X","1095-7219"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-scientific","cwts-core","dongbi-c","jufo-1","norway-1","poland-40","russia-white-list-2"],"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Theory of Probability &amp; Its Applications","raw_type":"journal-article"},{"id":"pmh:oai:HAL:hal-00386239v1","doi":null,"is_oa":true,"landing_page_url":"https://hal.science/hal-00386239","pdf_url":"http://arxiv.org/pdf/0810.4491","source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Theory of Probability and its Applications, 2011, 55 (4), pp.575-610","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:arXiv.org:0810.4491","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/0810.4491","pdf_url":"https://arxiv.org/pdf/0810.4491","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.244.4428","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.244.4428","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://arxiv.org/pdf/0810.4491v1.pdf","raw_type":"text"},{"id":"pmh:oai:HAL:hal-01976746v1","doi":null,"is_oa":false,"landing_page_url":"https://hal.science/hal-01976746","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Teoriya Veroyatnostei i ee Primeneniya, 2010, 55 (4), pp.732-771","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:oskar-bordeaux.fr:20.500.12278/116153","doi":null,"is_oa":false,"landing_page_url":"https://oskar-bordeaux.fr/handle/20.500.12278/116153","pdf_url":null,"source":{"id":"https://openalex.org/S4306402569","display_name":"Oskar-Bordeaux (Universite de Bordeaux)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I15057530","host_organization_name":"Universit\u00e9 de Bordeaux","host_organization_lineage":["https://openalex.org/I15057530"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article de revue"},{"id":"pmh:oai:oskar-bordeaux.fr:20.500.12278/165870","doi":null,"is_oa":false,"landing_page_url":"https://oskar-bordeaux.fr/handle/20.500.12278/165870","pdf_url":null,"source":{"id":"https://openalex.org/S4306402569","display_name":"Oskar-Bordeaux (Universite de Bordeaux)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I15057530","host_organization_name":"Universit\u00e9 de Bordeaux","host_organization_lineage":["https://openalex.org/I15057530"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article de revue"},{"id":"pmh:oai:oskar-bordeaux.fr:20.500.12278/166110","doi":null,"is_oa":false,"landing_page_url":"https://oskar-bordeaux.fr/handle/20.500.12278/166110","pdf_url":null,"source":{"id":"https://openalex.org/S4306402569","display_name":"Oskar-Bordeaux (Universite de Bordeaux)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I15057530","host_organization_name":"Universit\u00e9 de Bordeaux","host_organization_lineage":["https://openalex.org/I15057530"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article de revue"},{"id":"pmh:oai:oskar-bordeaux.fr:20.500.12278/9483","doi":null,"is_oa":false,"landing_page_url":"https://oskar-bordeaux.fr/handle/20.500.12278/9483","pdf_url":null,"source":{"id":"https://openalex.org/S4306402569","display_name":"Oskar-Bordeaux (Universite de Bordeaux)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I15057530","host_organization_name":"Universit\u00e9 de Bordeaux","host_organization_lineage":["https://openalex.org/I15057530"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article de revue"},{"id":"doi:10.48550/arxiv.0810.4491","doi":"https://doi.org/10.48550/arxiv.0810.4491","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.0810.4491","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:HAL:hal-00386239v1","doi":null,"is_oa":true,"landing_page_url":"https://hal.science/hal-00386239","pdf_url":"http://arxiv.org/pdf/0810.4491","source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Theory of Probability and its Applications, 2011, 55 (4), pp.575-610","raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"score":0.7400000095367432,"id":"https://metadata.un.org/sdg/7","display_name":"Affordable and clean energy"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2135603267.pdf","grobid_xml":"https://content.openalex.org/works/W2135603267.grobid-xml"},"referenced_works_count":16,"referenced_works":["https://openalex.org/W1574322343","https://openalex.org/W1970549100","https://openalex.org/W1974578173","https://openalex.org/W1978989007","https://openalex.org/W1981565950","https://openalex.org/W1986743866","https://openalex.org/W2013439783","https://openalex.org/W2023137939","https://openalex.org/W2028783611","https://openalex.org/W2035641807","https://openalex.org/W2038876117","https://openalex.org/W2040337767","https://openalex.org/W2059120410","https://openalex.org/W2090660253","https://openalex.org/W2090887848","https://openalex.org/W2119023600"],"related_works":["https://openalex.org/W2417026337","https://openalex.org/W1974578173","https://openalex.org/W4231550153","https://openalex.org/W2910819426","https://openalex.org/W2378186693","https://openalex.org/W4291237194","https://openalex.org/W2104981079","https://openalex.org/W2062687906","https://openalex.org/W325720105","https://openalex.org/W3085236479"],"abstract_inverted_index":{"We":[0],"investigate":[1],"the":[2,8,11,16],"sharp":[3],"large":[4],"deviation":[5],"properties":[6],"of":[7],"energy":[9],"and":[10],"maximum":[12],"likelihood":[13],"estimator":[14],"for":[15],"Ornstein\u2013Uhlenbeck":[17],"process":[18],"driven":[19],"by":[20],"a":[21],"fractional":[22],"Brownian":[23],"motion":[24],"with":[25],"Hurst":[26],"index":[27],"greater":[28],"than":[29],"one":[30],"half.":[31]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":6},{"year":2018,"cited_by_count":9},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":7},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":4},{"year":2012,"cited_by_count":6}],"updated_date":"2026-10-31T12:09:11.096373","created_date":"2016-06-24T00:00:00"}
