An action functional for Lévy Brownian motion (Q917183): Difference between revisions

The author uses \textit{A. Stoll}'s [Probab. Theory Relat. Fields 71, 321- 334 (1986; Zbl 0562.60086)] construction of Lévy Brownian motion \(\ell\) on \({\mathbb{R}}^ d\) as a white noise integral to obtain an action functional I(x) defined on the `surface' x of \(\ell\). From this, he obtains a Cameron-Martin formula for translation of Lévy measure \(\lambda\). Further, a large deviation principle for scaled Lévy measures \(\lambda_{\delta}\) is obtained. The author works in a Robinson-styled \(\omega_ 1\)-saturated nonstandard universe to obtain these results as well as many others. This paper shows, once again, how intuitively superior nonstandard techniques are when attacking problems of this type.