Large Deviation Principle for Enhanced Gaussian Processes
arXiv:math/0512213
Abstract
We study large deviation principles for Gaussian processes lifted to the free nilpotent group of step N. We apply this to a large class of Gaussian processes lifted to geometric rough paths. A large deviation principle for enhanced (fractional) Brownian motion, in Hoelder- or modulus topology, appears as special case.
minor corrections; this version to appear in Annales de l'I.H.P