Large deviations of diffusions on Besov-Orlicz spaces

MaRDI QIDQ1376550zbMATH OpenFDO

Authors Youssef Ouknine, M'hamed Eddahbi

Publication date 27 January 1998

Published in Bulletin des Sciences Mathématiques (Search for Journal in Brave)

zbMATH Keywords

Besov spacesBesov-Orlicz spacelarge deviations principle

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60)

Review text

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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