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17 - Gaussian Measures, Cylinder Measures, and Fields on B
- from Part IV - Game Theoretic Approach on Banach Spaces
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- Book:
- Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization
- Published online:
- 10 October 2019
- Print publication:
- 24 October 2019, pp 347-359
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Pathwise large deviations for the rough Bergomi model
- Part of
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- Journal:
- Journal of Applied Probability / Volume 55 / Issue 4 / December 2018
- Published online by Cambridge University Press:
- 16 January 2019, pp. 1078-1092
- Print publication:
- December 2018
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- Article
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