{
  "id": "2207.12037",
  "version": "v2",
  "published": "2022-07-25T10:23:20.000Z",
  "updated": "2022-08-09T08:01:26.000Z",
  "title": "Large Deviations of continuous Gaussian processes: from small noise to small time",
  "authors": [
    "Paolo Baldi",
    "Barbara Pacchiarotti"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We investigate the Large Deviation behavior in small time of continuous Gaussian processes. We introduce a general procedure allowing to derive Large Deviation Principles in small time starting from the well understood context of Large Deviation Principles with a small parameter, going beyond the self-similar case. Several motivating examples are also treated.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2022-08-09T08:01:26.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F10",
      "60G15",
      "60G22"
    ],
    "keywords": [
      "continuous gaussian processes",
      "small time",
      "small noise",
      "large deviation behavior",
      "derive large deviation principles"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}