Functional large deviations for Stroock's approximation to a class of Gaussian processes with application to small noise diffusions

Hui Jiang, Lihu Xu, Qingshan Yang

Letting~$N=\left\{N(t),t\ge 0\right\}$ be a standard Poisson process, Stroock~ \cite{Stroock-1981} constructed a family of continuous processes by $$Θ_ε(t)=\int_0^tθ_ε(r)dr, \ \ \…