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Geometrical optics of large deviations of fractional Brownian motion.

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It has been shown recently that the optimal fluctuation method-essentially geometrical optics-provides a valuable insight into large deviations of Brownian motion. Here we extend the geometrical optics formalism to two-sided,… Click to show full abstract

It has been shown recently that the optimal fluctuation method-essentially geometrical optics-provides a valuable insight into large deviations of Brownian motion. Here we extend the geometrical optics formalism to two-sided, -∞

Keywords: brownian motion; fractional brownian; optics; geometrical optics; large deviations

Journal Title: Physical review. E
Year Published: 2022

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