108 citations · 171 across the 12 of their papers we have counts for
14 papers
Large Deviations of continuous Gaussian processes: from small noise to small time
Paolo Baldi, Barbara Pacchiarotti
We investigate the Large Deviation behavior in small time of continuous Gaussian processes. We introduce a general procedure allowing to derive Large Deviation Principles in small…
A Logic-based Tractable Approximation of Probability
Paolo Baldi, Hykel Hosni
We provide a logical framework in which a resource-bounded agent can be seen to perform approximations of probabilistic reasoning. Our main results read as follows. First we identi…
Intermediate spaces, Gaussian probabilities and exponential tightness
Paolo Baldi
Let us consider a Gaussian probability on a Banach space. We prove the existence of an intermediate Banach space between the space where the Gaussian measure lives and its RKHS. Su…
Tightness and exponential tightness of Gaussian probabilities
Paolo Baldi
We prove a simple criterion of exponential tightness for sequences of Gaussian r.v.'s with values in a separable Banach space from which we deduce a general result of Large Deviati…
On Sharp Large Deviations for the bridge of a general Diffusion
Paolo Baldi, Lucia Caramellino, Maurizia Rossi
We provide sharp Large Deviation estimates for the probability of exit from a domain for the bridge of a -dimensional general diffusion process , as the conditioning time ten…
Large Deviation asymptotics for the exit from a domain of the bridge of a general Diffusion
Paolo Baldi, Lucia Caramellino, Maurizia Rossi
We provide Large Deviation estimates for the bridge of a -dimensional general diffusion process as the conditioning time tends to and apply these results to the evaluation o…