Large Deviation Principle for Enhanced Gaussian Processes
Friz, Peter · Victoir, Nicolas
Original · EN
We study large deviation principles for Gaussian processes lifted to the free nilpotent group of step N. We apply this to a large class of Gaussian processes lifted to geometric rough paths. A large deviation principle for enhanced (fractional) Brownian motion, in Hoelder- or modulus topology, appears as special case.
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