Author: Wensheng Wang
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  • 1 Zhejiang University Department of Mathematics Hangzhou 310028 P.R. China Hangzhou 310028 P.R. China
  • 2 Hangzhou Teacher's College Department of Mathematics Hangzhou 310012 P.R. China Hangzhou 310012 P.R. China
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Abstract  

Large deviation results for Gaussian processes are presented. As an application, we obtain a functional limit result for small increments of a fractional Brownian motion. Lvy's modulus of continuity for a fractional Brownian motion is obtained as a special case.

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