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Large deviation principle for fractional Brownian motion with respect to capacity

Published 18 Jul 2018 in math.PR | (1807.06891v2)

Abstract: 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.

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