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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>>