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
A quenched large deviation principle for Brownian motion in a non-negative, stationary potential is...
We consider the measure-valued processes in a super-Brownian random medium in the Dawson-Fleischmann...
We derive two large deviation principles of Freidlin-Wentzell type for rescaled super-Brownian motio...
We study several important fine properties for the family of fractional Brownian motions with Hurst ...
We discuss the large deviation principle of stochastic processes as random elements of l∞(T). We sho...
32 pagesInternational audienceStarting from the construction of a geometric rough path associated wi...
International audienceIn this paper we study the Large Deviations Principle (LDP in abbreviation) fo...
In this thesis, we study the sample paths of some Gaussian processes using the methods from Malliav...
In this paper we study the moderate deviations principle (MDP) for slow-fast stochastic dynamical sy...
In this paper, we first establish a large deviation for increments of a Wiener process. A functional...
AbstractIn this paper, we prove a sharpening of large deviation for increments of Brownian motion in...
Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied ...
International audienceUsing structures of Abstract Wiener Spaces and their reproducing kernel Hilber...
AbstractWe characterize the domain of the Wiener integral with respect to the fractional Brownian mo...
Ciesielski’s isomorphism between the space of α-Hölder continuous functions and the space of bounded...
A quenched large deviation principle for Brownian motion in a non-negative, stationary potential is...
We consider the measure-valued processes in a super-Brownian random medium in the Dawson-Fleischmann...
We derive two large deviation principles of Freidlin-Wentzell type for rescaled super-Brownian motio...
We study several important fine properties for the family of fractional Brownian motions with Hurst ...
We discuss the large deviation principle of stochastic processes as random elements of l∞(T). We sho...
32 pagesInternational audienceStarting from the construction of a geometric rough path associated wi...
International audienceIn this paper we study the Large Deviations Principle (LDP in abbreviation) fo...
In this thesis, we study the sample paths of some Gaussian processes using the methods from Malliav...
In this paper we study the moderate deviations principle (MDP) for slow-fast stochastic dynamical sy...
In this paper, we first establish a large deviation for increments of a Wiener process. A functional...
AbstractIn this paper, we prove a sharpening of large deviation for increments of Brownian motion in...
Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied ...
International audienceUsing structures of Abstract Wiener Spaces and their reproducing kernel Hilber...
AbstractWe characterize the domain of the Wiener integral with respect to the fractional Brownian mo...
Ciesielski’s isomorphism between the space of α-Hölder continuous functions and the space of bounded...
A quenched large deviation principle for Brownian motion in a non-negative, stationary potential is...
We consider the measure-valued processes in a super-Brownian random medium in the Dawson-Fleischmann...
We derive two large deviation principles of Freidlin-Wentzell type for rescaled super-Brownian motio...