Large deviations for generalized conditioned Gaussian processes and their bridges
DOI:
https://doi.org/10.19195/0208-4147.39.1.11Słowa kluczowe:
Conditioned Gaussian processes, Gaussian bridge, large deviationsAbstrakt
We study the asymptotic behavior of a Gaussian process conditioned to n linear functionals of its paths and of the bridge of such a process. In particular, functional large deviation results are stated for small time. Two examples are considered.
