Large deviation principle for certain spatially lifted Gaussian rough path
نویسندگان
چکیده
منابع مشابه
Large deviation principle for enhanced Gaussian processes
We study large deviation principles for Gaussian processes lifted to the free nilpotent group of step N . We apply this to a large class of Gaussian processes lifted to geometric rough paths. A large deviation principle for enhanced (fractional) Brownian motion, in Hölderor modulus topology, appears as special case. © 2007 Elsevier Masson SAS. All rights reserved. Résumé Nous etudions les princ...
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ژورنال
عنوان ژورنال: Tohoku Mathematical Journal
سال: 2015
ISSN: 0040-8735
DOI: 10.2748/tmj/1446818560