Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities

DOI10.1090/tpms/1216MaRDI QIDQ6633969

Claudio Macci, Barbara Pacchiarotti

Publication date: 6 November 2024

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

Lagrange multiplierslarge deviationsreproducing kernel Hilbert spaceperturbed Gaussian processes

Mathematics Subject Classification ID

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

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