Some Large Deviations Principles for Time-Changed Gaussian Processes
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DOI: 10.1007/s10986-020-09494-6
Abstract: LetX= (X(t))(t >= 0)(X(0) = 0) be a continuous centered Gaussian process on a probability space (omega,F,P), and let (Y-t)(t is an element of)[0,1] (Y-0= 0) be a continuous process (on the same probability space)… read more here.
Keywords: time changed; changed gaussian; gaussian processes; deviations principles ... See more keywords