Large deviation principle for fractional Brownian motion with respect to capacity

Abstract

We show that fractional Brownian motion(fBM) defined via Volterra integral representation with Hurst parameter $H\ge \frac{1}{2}$ is a quasi-surely defined Wiener functional on classical Wiener space,and we establish the large deviation principle(LDP) for such fBM with respect to $(p,r)$-capacity on classical Wiener space in Malliavin's sense.

References in corpus (2)

• Large deviations for rough paths of the fractional Brownian motion
• Fine properties of fractional Brownian motions on Wiener space