Large Deviation Principle for Enhanced Gaussian Processes

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dc.creatorFriz, Peter
dc.creatorVictoir, Nicolas
dc.date2005-12-10
dc.date2006-11-23
dc.date.accessioned2026-07-07T06:55:02Z
dc.date.available2026-07-07T06:55:02Z
dc.descriptionWe 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.
dc.descriptionminor corrections; this version to appear in Annales de l'I.H.P
dc.identifierhttps://arxiv.org/abs/math/0512213
dc.identifierhttp://arxiv.org/abs/math/0512213
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/106154
dc.subjectProbability
dc.subject60F10; 60G15; 60H99
dc.titleLarge Deviation Principle for Enhanced Gaussian Processes
dc.typetext

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