| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4673398 | Annales de l'Institut Henri Poincare (B) Probability and Statistics | 2007 | 11 Pages |
Abstract
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 Hölder- or modulus topology, appears as special case.
RésuméNous etudions les principes de grandes deviations pour les « rough paths Gaussiens », pour une large classe de processus Gaussiens. Cette classe contient le mouvement brownien fractionnaire.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
