Large deviations for sample paths of quadratic variations of Gaussian processes

被引：0

作者：

Perrin O. ^{[1
]}

Zani M. ^{[2
]}

机构：

[1] Université des Sciences Sociales, Toulouse

[2] Université Paris 12 Val-de-Marne, Créteil

来源：

Journal of Mathematical Sciences | 2006年 / 139卷 / 3期

关键词：

Gaussian Process; Quadratic Variation; Singular Part; Large Deviation Principle; Standard Wiener Process;

D O I：

10.1007/s10958-006-0375-4

中图分类号：

学科分类号：

摘要：

We prove a functional large deviations principle for the family of random functions equation presented, where {Zt, t ε [0, 1]} is a real-valued centered Gaussian process. Bibliography: 19 titles. © Springer Science+Business Media, Inc. 2006.

引用

页码：6595 / 6602

页数：7

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