Journal title
Potential Analysis
DOI
10.1007/s11118-020-09844-6
Issue
4
Volume
54
Last updated
2024-04-25T08:49:32.05+01:00
Page
655-685
Abstract
We show that the fractional Brownian motion (fBM) defined via the Volterra integral representation with Hurst parameter H≥12 is a quasi-surely defined Wiener functional on the classical Wiener space, and we establish the large deviation principle (LDP) for such an fBM with respect to (p,r)-capacity on the classical Wiener space in Malliavin’s sense.
Symplectic ID
1098512
Submitted to ORA
On
Favourite
Off
Publication type
Journal Article
Publication date
28 Apr 2020