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

DOI10.1007/s10959-024-01354-0MaRDI QIDQ6633171

Yang Qingshan, Xu Lihu, Jiang Hui

Publication date: 5 November 2024

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionBrownian motionGaussian processesphase transitionfunctional large deviations principleKac-Stroock approximation

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Large deviations (60F10)

This page was built for publication: Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions