Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion

DOI10.15559/20-VMSTA149zbMath1434.60093arXiv2003.12334MaRDI QIDQ2309771

Barbara Pacchiarotti

Publication date: 1 April 2020

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.12334

zbMATH Keywords

large deviationsconditional processesVolterra type Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Large deviations (60F10)

Cites Work

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