Large Deviations for Hilbert-Space-Valued Wiener Processes: A Sequence Space Approach

DOI10.1007/978-1-4614-5906-4_6zbMath1287.60036arXiv1203.4596OpenAlexW1770501179MaRDI QIDQ2841779

Nicolas Perkowski, Peter Imkeller, Andreas Andresen

Publication date: 30 July 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.4596

zbMATH Keywords

large deviationsSchilder's theoremHilbert space-valued Wiener processCiesielski's isomorphism

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10)

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