Some large deviations principles for time-changed Gaussian processes

DOI10.1007/S10986-020-09494-6MaRDI QIDQ831327zbMATH OpenOpenAlexFDO

Authors Barbara Pacchiarotti

Publication date 11 May 2021

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-020-09494-6

zbMATH Keywords

large deviationssubordinated Gaussian processestime-changed Gaussian processes

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Stable stochastic processes (60G52)

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Cites work

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• Inverse stable subordinators
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Cited in

(4)

• Large deviations of time-averaged statistics for Gaussian processes
• Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates
• Small ball probabilities for a class of time-changed self-similar processes
• Strong and weak convergence orders of numerical methods for SDEs driven by time-changed Lévy noise

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