A function space large deviation principle for certain stochastic integrals

From MaRDI portal
Publication:1824273


DOI10.1007/BF00333151zbMath0682.60018MaRDI QIDQ1824273

Daniel W. Stroock, Jean-Dominique Deuschel

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)


60F10: Large deviations

60H05: Stochastic integrals


Related Items

The Large Deviations of Estimating Rate Functions, On the properties of random multiplicative measures with the multipliers exponentially distributed, Poincaré inequality for weighted first order Sobolev spaces on loop spaces, Large deviations for stochastic differential equations driven by \(G\)-Brownian motion, Estimates of logarithmic Sobolev constant: An improvement of Bakry-Emery criterion, An addendum to ``A limitation of Markov representation for stationary processes, Functional inequalities on arbitrary Riemannian manifolds, \(L^p\) estimates for Feynman-Kac propagators with time-dependent reference measures, Duality theorem for the stochastic optimal control problem, Deviations bounds and conditional principles for thin sets, Asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths, The dynamic of entropic repulsion, Large deviations and phase transition for random walks in random nonnegative potentials, Hypercontractivity and spectral gap of symmetric diffusions with applications to the stochastic Ising models, A note on the delay distribution in GPS, Moderate deviations for stationary sequences of Hilbert-valued bounded random variables, The effect of memory on functional large deviations of infinite moving average processes, Semi-classical limit of the lowest eigenvalue of a Schrödinger operator on a Wiener space. II: \(P(\phi)_2\)-model on a finite volume, Large deviation principles for moving average processes of real stationary sequences, Logarithmic Sobolev inequalities on loop groups, On an integral criterion for hypercontractivity of diffusion semigroups and extremal functions, Functional laws of the iterated logarithm for large increments of empirical and quantile processes, Cramér's condition and Sanov's theorem, A representation formula for the large deviation rate function for the empirical law of a continuous time Markov chain, The log-Sobolev inequality for unbounded spin systems, Large deviations and stationary measures for interacting particle systems, Occupation measures for chains of infinite order, Self-similarity of Brownian motion and a large deviation principle for random fields on a binary tree, Large deviations for vector-valued Lévy processes, Conditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusions, Large deviations for the occupation time functional of a Poisson system of independent Brownian particles, The method of stochastic exponentials for large deviations, Large deviations and Strassen's limit points of Brownian local time processes, Large deviations results for subexponential tails, with applications to insurance risk, Uniform large and moderate deviations for functional empirical processes, A large deviation principle for small perturbations of random evolution equations in Hoelder norm, Lipschitz continuity of Cheeger-harmonic functions in metric measure spaces, Probability distance inequalities on Riemannian manifolds and path spaces., Large deviation principle for spatial density of local observables from Gibbs distributions, Uniformly integrable operators and large deviations for Markov processes, Functional law of iterated logarithm for additive functionals of reversible Markov processes, A large deviation theorem for \(U\)-processes, The notion of convexity and concavity on Wiener space, Sobolev-Orlicz imbeddings, weak compactness, and spectrum, A large deviation principle for weighted sums of independent identically distributed random variables, Simulated annealing with a potential function with discontinuous gradient on \(\mathbb R^d\), Some laws of the iterated logarithm in Hilbertian autoregressive models, Moderate deviations for Markov chains with atom., Surface order large deviations of phase interfaces for the continuum Widom-Rowlinson model in high density limit, Extremal slabs in the cube and the Laplace transform., Entropic repulsion for massless fields., Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems., Annealed large deviations for diffusions in a random Gaussian shear flow drift., A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy, Compactness in the theory of large deviations, On the maximum entropy principle for a class of stochastic processes, Large deviations: From empirical mean and measure to partial sums process, Many multivariate records, Large deviations for moving average processes, Iterated large deviations, A nonstandard form of the rate function for the occupation measure of a Markov chain, Moderate deviations for martingales and mixing random processes, An improved annealing method and its large-time behavior, Moderate deviations and functional LIL for super-Brownian motion, Every ``lower psi-mixing Markov chain is ``interlaced rho-mixing, Laplace's method for the laws of heat processes on loop spaces, Large deviations for functionals of spatial point processes with applications to random packing and spatial graphs, The rate of convergence in the functional limit theorem for increments of a Brownian motion, Conditional limit theorems for queues with Gaussian input, a weak convergence approach, Large deviations of infinite intersections of events in Gaussian processes, Large deviation principle with generated pseudo measures, Moderate deviation principles for moving average processes of real stationary sequences, Large deviations and support theorem for diffusion processes via rough paths., From dynamic to static large deviations in boundary driven exclusion particle systems., Sample path large deviations and optimal importance sampling for stochastic volatility models



Cites Work