论文标题
路径方向的渐近工艺的渐近过程，以嘈杂的布朗运动为条件
Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion
论文作者
论文摘要
在本文中，我们调查了模型干扰影响下连续伏尔捷过程的大偏差问题。更确切地说，在不直接观察到布朗运动的情况下，我们在不久的将来是由布朗运动驱动的volterra过程的不久的将来的行为，但仅观察到嘈杂的版本或观察到嘈杂版本的某些线性功能。在两种情况下都讨论了一些示例。
In this paper we investigate a problem of large deviations for continuous Volterra processes under the influence of model disturbances. More precisely, we study the behavior, in the near future after $T$, of a Volterra process driven by a Brownian motion in a case where the Brownian motion is not directly observable, but only a noisy version is observed or some linear functionals of the noisy version are observed. Some examples are discussed in both cases.
