Abstract
Abstract This paper concerns the problem of large deviation for the subordinated process Z H ( t ) = W H ( T ( t ) ) . The process W H = { W H ( t ) , t ∈ R } is the fractional Brownian motion with Hurst index H ∈ ( 0 , 1 ) taking values in R . T = { T ( t ) , t ≥ 0 } is the inverse α -stable subordinator. In this paper we extend the results obtained in M.M. Meerschaert et al. (2008) to the whole range of parameter α ∈ ( 0 , 1 ) .
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