References
- Azencott, R. 1980. Grande Déviations et applications. In École d’été de probabilités de St. Flour VIII, L.N.M., vol 774, Berlin: Springer.
- Azmoodeh, E., Sottinen, T., Viitasaari, L., and Yazigi, A. 2014. Necessary and sufficient conditions for Hölder continuity of Gaussian processes. Statistics and Probability Letters 94:230–235.
- Bogachev, V. I. 1998. Gaussian Measures. Providence, RI: American Mathematical Society.
- Caramellino, L., and Pacchiarotti, B. 2008. Large deviation estimates of the crossing probability for pinned Gaussian processes. Advances in Applied Probability 40:424–453.
- Caramellino, L., Pacchiarotti, B., and Salvadei, S. 2015. Large deviation approaches for the numerical computation of the hitting probability for Gaussian processes. Methodology and Computing in Applied Probability 17:383–401.
- Chen, X., and Li, W. V. 2003. Quadratic functionals and small ball probabilities for the m-fold integrated Brownian motion. Annals of Probability 31:1052–1077.
- Dembo, A., and Zeitouni, O. 1998. Large Deviations Techniques and Applications. Boston: Jones and Bartlett.
- Deuschel, J. D., and Stroock, D. W. 1989. Large Deviations. Boston: Academic Press.
- Hida, T., and Hitsuda, M. 1993. Gaussian Processes. Providence, RI: AMS.
- LaGatta, T. 2013. Continuous disintegrations of Gaussian processes. Theory of Probability and Its Applications 57:151–162.
- Loève, M. 1948. Fonctions aléatoires du second ordre. Supplement to P. Lévy, Processus Stochastiques et Mouvement Brownien. Paris: Gauthier-Villars.
- Macci, C., and Pacchiarotti, B. 2015. Exponential tightness for Gaussian processes with applications to somesequences of weighted means. Stochastics. [Accepted]
- Norros, I., Valkeila, E., and Virtamo, J. 1999. An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions. Bernoulli 4:571–587.
- Pfanzagl, J. 1969. On the existence of regular conditional probabilities. Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 11:244–256.
- Sottinen, T. 2003. Fractional Brownian motion in finance and queueing. Ph.D. thesis, Helsingin Yliopisto, Finland.
- Sottinen, T., and Viitasaari, L. 2014. Stochastic analysis of Gaussian processes via Fredholm representation. arXiv:1410.2230. [Preprint]
- Sottinen, T., and Yazigi, A. 2014. Generalized Gaussian bridges. Stochastic Processes and Their Applications 124:3084–3105.
- Yazigi, A. 2015. Representation of self-similar Gaussian processes. Statistics and Probability Letters 99:94–100.
- Yazigi, A. 2015. Representations and Regularity of Gaussian Processes. Vaasan Yliopisto, Finland: Acta Wasaensia.