Large deviations in a Gaussian setting: the role of the Cameron-Martin space

DOI10.1007/978-3-319-16637-7_3MaRDI QIDQ5255991zbMATH OpenOpenAlexFDO

Authors Diogo Bessam

Publication date 22 June 2015

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

Full work available at URL https://doi.org/10.1007/978-3-319-16637-7_3

zbMATH Keywords

Cameron-Martin spaceGaussian measureslarge deviations ratesreproducing kernel Hilbert space

Mathematics Subject Classification ID

Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Probability theory on linear topological spaces (60B11) Large deviations (60F10) Gaussian processes (60G15)

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Cited in

(1)

• Large deviations for the stochastic predator-prey model with nonlinear functional response

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