Pathwise large deviations for white noise chaos expansions
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Publication:2137052
DOI10.3150/21-BEJ1407zbMath1494.60060arXiv2011.14851OpenAlexW3106623571MaRDI QIDQ2137052
Publication date: 16 May 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.14851
weak convergenceMalliavin calculuslarge deviationsWiener chaosmultiple stochastic integralswhite noise measure
Large deviations (60F10) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07)
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