Beibel, M.; Lerche, H. R. - In: Stochastic Processes and their Applications 51 (1994) 2, pp. 269-276
Let W denote standard Brownian motion. We consider large deviations for [var epsilon]1/2W as [var epsilon] tends to zero. Let q be a nondecreasing function on [0, 1] which belongs to the upper class of Brownian motion at the origin. We show that in the usual large deviation principle (see...