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math.PR2020
Large deviations for a class of tempered subordinators and their inverse processes
Nikolai Leonenko, Claudio Macci, Barbara Pacchiarotti
We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The mai…
math.PR2020
Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion
Barbara Pacchiarotti
In this paper we investigate a problem of large deviations for continuous Volterra processes under the influence of model disturbances. More precisely, we study the behavior, in th…