scientific article; zbMATH DE number 140535

zbMATH Open0782.60026MaRDI QIDQ4028962FDOQ4028962

Authors: Eddy Mayer-Wolf, David Nualart, Víctor Pérez-Abreu 

Publication date: 28 March 1993

Full work available at URL: http://www.numdam.org/item?id=SPS_1992__26__11_0

Title of this publication is not available (Why is that?)

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zbMATH Keywords

large deviation principleHu-Meyer formulamultiple Wiener-Itô integral

Mathematics Subject Classification ID

Large deviations (60F10) Sample path properties (60G17)

Cited In (10)

• Sharp large deviation estimates for a certain class of sets on the Wiener space
• On the large values of the Wiener process
• Title not available (Why is that?)
• Asymptotic behaviour of randomised fractional volatility models
• Pathwise large deviations for white noise chaos expansions
• Large deviations for a class of chaos expansions
• Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions
• Large deviation principle for certain spatially lifted Gaussian rough path
• Dimension free and infinite variance tail estimates on Poisson space
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