Gao, Fuqing; Jiang, Hui - In: Stochastic Processes and their Applications 120 (2010) 11, pp. 2212-2240
A joint large deviation principle for G-Brownian motion and its quadratic variation process is presented. The rate function is not a quadratic form due to quadratic variation uncertainty. A large deviation principle for stochastic differential equations driven by G-Brownian motion is also...