Large deviation principle for enhanced Gaussian processes
نویسندگان
چکیده
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 principes de grandes deviations pour les « rough paths Gaussiens », pour une large classe de processus Gaussiens. Cette classe contient le mouvement brownien fractionnaire. © 2007 Elsevier Masson SAS. All rights reserved. MSC: 60F10; 60G15; 60H99
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تاریخ انتشار 2005