Large Deviation Principle for Enhanced Gaussian Processes

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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 Hoelder- or modulus topology, appears as special case.
minor corrections; this version to appear in Annales de l'I.H.P

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Probability, 60F10; 60G15; 60H99

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http://salesiana.dossiersoluciones.com/handle/123456789/106154

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0512213
 http://arxiv.org/abs/math/0512213

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arXiv