Large deviations for multiple Wiener-Itô integral processes
[For the entire collection see Zbl 0754.00008.] Let \(I_ m(h)\) denote the multiple Wiener-Itô integral of order \(m\) of a square integrable symmetric kernel \(h\), and for a family of kernels \(\{h_ t, 0\leq t\leq 1\}\) let \(X_ t= I_ m(h_ t)\). Three different sufficient conditions on the family of kernels are given which ensure the path continuity of the process \(\{X_ t\}\). It is shown that whenever \(X_ t\) has continuous sample paths a.s., the family \(\{\varepsilon^{m/2}X.,\;\varepsilon >0\}\) satisfies a large deviation principle in \(C([0,1])\) with a certain rate function.
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