Abstract
AbstractWe show that the fractional Brownian motion (fBM) defined via the Volterra integral representation with Hurst parameter $H\geq \frac {1}{2}$
H
≥
1
2
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.
Publisher
Springer Science and Business Media LLC
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