On dynamical Gaussian random walks

DOI10.1214/009117904000001044zbMath1090.60066arXivmath/0307346OpenAlexW1966562677MaRDI QIDQ2569225

David A. Levin, Davar Khoshnevisan, Pedro J. Mendez-Hernandez

Publication date: 18 October 2005

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0307346

zbMATH Keywords

large deviationsOrnstein-Uhlenbeck processesupper functionsdynamical walks

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Large deviations (60F10) Sample path properties (60G17) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items

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