Large deviations for a class of chaos expansions

DOI10.1007/BF02214370MaRDI QIDQ1337947zbMATH OpenOpenAlexFDO

Authors Víctor Pérez-Abreu, Constantin Tudor

Publication date 5 December 1994

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02214370

zbMATH Keywords

chaos expansions of exponential typetransformation principle for large deviationsWiener functionals

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic integrals (60H05)

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• Multiple Wiener integral
• On some applicable versions of abstract large deviations theorems
• Stochastic calculus with anticipating integrands

Cited in

(10)

• Large deviations for stable Itô equations
• Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos
• Large deviations in expanding random dynamical systems
• Sharp large deviation estimates for a certain class of sets on the Wiener space
• Pathwise large deviations for white noise chaos expansions
• Fractional Bilinear Stochastic Equations with the Drift in the First Fractional Chaos
• scientific article; zbMATH DE number 4149252 (Why is no real title available?)
• scientific article; zbMATH DE number 140535 (Why is no real title available?)
• scientific article; zbMATH DE number 897988 (Why is no real title available?)
• Decoupled double stochastic fractional integrals

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