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Large deviation principle for fractional Brownian motion with respect to capacity. (arXiv:1807.06891v1 [math.PR])
来源于:arXiv
We show that fractional Brownian motion(fBM) defined via Volterra integral
representation with Hurst parameter $H\geq\frac{1}{2}$ is a quasi-surely
defined Wiener functional on classical Wiener space,and we establish the large
deviation principle(LDP) for such fBM with respect to $(p,r)$-capacity on
classical Wiener space in Malliavin's sense. 查看全文>>