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Modern Stochastics: Theory and Applications


Cited by 3
Large deviations for conditionally Gaussian processes: estimates of level crossing probability

Large deviations for perturbed Gaussian processes and logarithmic asymptotic estimates for some exit probabilities
Claudio Macci, Barbara Pacchiarotti
https://doi.org/10.1090/tpms/1216
Journal  Theory of Probability and Mathematical Statistics Volume 111 (2024), p. 21
Pathwise Asymptotics for Volterra Type Stochastic Volatility Models
Miriana Cellupica, Barbara Pacchiarotti
https://doi.org/10.1007/s10959-020-00992-4
Journal  Journal of Theoretical Probability Volume 34, Issue 2 (2021), p. 682
Some Large Deviations Principles for Time-Changed Gaussian Processes
Barbara Pacchiarotti
https://doi.org/10.1007/s10986-020-09494-6
Journal  Lithuanian Mathematical Journal Volume 60, Issue 4 (2020), p. 513


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