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- W1969136851 abstract "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 Hölder- or modulus topology, appears as special case. Nous etudions les principes de grandes deviations pour les « rough paths Gaussiens », pour une large classe de processus Gaussiens. Cette classe contient le mouvement brownien fractionnaire." @default.
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- W1969136851 date "2007-11-01" @default.
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- W1969136851 title "Large deviation principle for enhanced Gaussian processes" @default.
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- W1969136851 doi "https://doi.org/10.1016/j.anihpb.2006.11.002" @default.
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