Large deviations of continuous Gaussian processes: from small noise to small time

DOI10.1080/17442508.2025.2593360MaRDI QIDQ7309003zbMATH OpenFDO

Authors Paolo Baldi, Barbara Pacchiarotti

Publication date 4 August 2026

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2025.2593360

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Self-similar stochastic processes (60G18)

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Cited in

(1)

• Weak convergence and large deviations for \(\mathrm{RV}_\beta\) Volterra-Lévy processes

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