Large deviations for functionals of some self-similar Gaussian processes
DOI10.1080/17442508.2020.1720018zbMath1490.60082arXiv1802.04224OpenAlexW3003588617MaRDI QIDQ5086630
Publication date: 6 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.04224
fractional Brownian motionlocal timereproducing kernel Hilbert spacebi-fractional Brownian motionlarge deviation principlessub-fractional Brownian motionself-similar Gaussian process
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Large deviations (60F10) Self-similar stochastic processes (60G18) Local time and additive functionals (60J55)
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