A variational representation for random functionals on abstract Wiener spaces

DOI10.1215/KJM/1260975036MaRDI QIDQ965067zbMATH OpenOpenAlexFDO

Authors Xicheng Zhang

Publication date 21 April 2010

Published in Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.kjm/1260975036

zbMATH Keywords

abstract Wiener spacevariational representationuniform Laplace principle

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07) Brownian motion (60J65)

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• The Boué-Dupuis formula and the exponential hypercontractivity in the Gaussian space

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