论文标题

连续高斯过程的巨大偏差:从小噪音到小时

Large Deviations of continuous Gaussian processes: from small noise to small time

论文作者

Baldi, Paolo, Pacchiarotti, Barbara

论文摘要

我们研究了连续高斯过程的较小时间内的较大偏差行为。我们介绍了一项一般程序,从而从较小的偏差原理的上下文开始,以较小的参数从较小的参数开始,从而超出了自我相似的情况,从而在很小的时间内得出了较大的偏差原理。还对待了几个激励的例子。

We investigate the Large Deviation behavior in small time of continuous Gaussian processes. We introduce a general procedure allowing to derive Large Deviation Principles in small time starting from the well understood context of Large Deviation Principles with a small parameter, going beyond the self-similar case. Several motivating examples are also treated.

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