Large deviations for Gaussian processes in H\"older norm
Izvestiya. Mathematics , Tome 67 (2003) no. 5, pp. 1061-1079

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Some results are proved on the exact asymptotic representation of large deviation probabilities for Gaussian processes in the Höder norm. The following classes of processes are considered: the Wiener process, the Brownian bridge, fractional Brownian motion, and stationary Gaussian processes with power-law covariance function. The investigation uses the method of double sums for Gaussian fields.
@article{IM2_2003_67_5_a8,
     author = {V. R. Fatalov},
     title = {Large deviations for {Gaussian} processes in {H\"older} norm},
     journal = {Izvestiya. Mathematics },
     pages = {1061--1079},
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     volume = {67},
     number = {5},
     year = {2003},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/IM2_2003_67_5_a8/}
}
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V. R. Fatalov. Large deviations for Gaussian processes in H\"older norm. Izvestiya. Mathematics , Tome 67 (2003) no. 5, pp. 1061-1079. http://geodesic.mathdoc.fr/item/IM2_2003_67_5_a8/