Large deviations for sample paths of quadratic variations of Gaussian processes

被引：0
作者：
Perrin O. [1 ]
Zani M. [2 ]
机构：
[1] Université des Sciences Sociales, Toulouse
[2] Université Paris 12 Val-de-Marne, Créteil
来源：
Journal of Mathematical Sciences | 2006年 / 139卷 / 3期
关键词：
Gaussian Process; Quadratic Variation; Singular Part; Large Deviation Principle; Standard Wiener Process;
D O I：
10.1007/s10958-006-0375-4
中图分类号：
学科分类号：
摘要：
We prove a functional large deviations principle for the family of random functions equation presented, where {Zt, t ε [0, 1]} is a real-valued centered Gaussian process. Bibliography: 19 titles. © Springer Science+Business Media, Inc. 2006.
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收藏
页码：6595 / 6602
页数：7
相关论文
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