Large deviations of diffusions on Besov-Orlicz spaces (Q1376550)
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English | Large deviations of diffusions on Besov-Orlicz spaces |
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Large deviations of diffusions on Besov-Orlicz spaces (English)
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27 January 1998
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The authors prove the large deviations principle of Freidlin-Wentzell for the diffusions relative to the topology of the Besov-Orlicz space. Since this topology is stronger than the topology of Hölderian functions with \(\alpha<1/2\), and also the norm of Besov spaces \(B_{\alpha,p,q}\) with \(\alpha<1/2\), \(q<+\infty\), their result extends the result of \textit{G. Ben-Arous} and \textit{M. Ledoux} [in: Séminaire de probabilités XXVIII. Lect. Notes Math. 1583, 293-299 (1994; Zbl 0811.60019)].
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large deviations principle
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Besov-Orlicz space
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Besov spaces
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