scholarly journals Large deviations for functionals of some self-similar Gaussian processes

Stochastics ◽  
2020 ◽  
pp. 1-26
Author(s):  
Xiaoming Song
Keyword(s):  
Large Deviations ◽  
Gaussian Processes ◽  
Self Similar

scholarly journals Large deviations for stationary Gaussian processes

1985 ◽  
Vol 97 (1-2) ◽  
pp. 187-210 ◽  
Author(s):  
M. D. Donsker ◽  
S. R. S. Varadhan
Keyword(s):  
Large Deviations ◽  
Gaussian Processes ◽  
Stationary Gaussian Processes

scholarly journals Symmetric Stochastic Integrals with Respect to a Class of Self-similar Gaussian Processes

2018 ◽  
Vol 32 (3) ◽  
pp. 1105-1144
Author(s):  
Daniel Harnett ◽  
Arturo Jaramillo ◽  
David Nualart
Keyword(s):  
Gaussian Processes ◽  
Stochastic Integrals ◽  
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