Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions (Q6633171)

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scientific article; zbMATH DE number 7939082
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Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions
scientific article; zbMATH DE number 7939082

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    Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions (English)
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    5 November 2024
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    functional large deviations principle
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    Kac-Stroock approximation
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    Gaussian processes
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    Brownian motion
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    fractional Brownian motion
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    phase transition
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