Geodesic
An example of large deviations for a stationary process
Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 1, pp. 211-225 Cet article a éte moissonné depuis la source Math-Net.Ru

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We give an example of large deviations for a family $(X_t^\varepsilon)_{t\ge 0}$, $\varepsilon >0$, with $\dot{X}_t^\varepsilon=a(X_t^\varepsilon)+b(X_t^\varepsilon) \eta_{t/\varepsilon}$, where $\eta_t$ is a stationary process obeying the Wold decomposition: $\eta_t=\int_{-\infty}^th(t-s)\,dN_s$ with respect to a homogeneous process $N_t$ with independent square integrable increments.
Keywords: large deviation, Skorokhod space, Wold decomposition. 
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     author = {O. V. Gulinsky and R. Sh. Liptser},
     title = {An example of large deviations for a stationary process},
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     year = {1999},
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     number = {1},
     language = {en},
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O. V. Gulinsky; R. Sh. Liptser. An example of large deviations for a stationary process. Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 1, pp. 211-225. http://geodesic.mathdoc.fr/item/TVP_1999_44_1_a18/