Large deviations for ^ 2-valued Ornstein-Uhlenbeck processes

DOI10.1214/AOP/1176991494zbMATH Open0716.60060OpenAlexW1978408065MaRDI QIDQ753273FDOQ753273

Authors: Ian Iscoe, David R. Mcdonald 

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aop/1176991494

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zbMATH Keywords

large deviationsHilbert spaceOrnstein-UhlenbeckDirichlet formcylindrical Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17)

Cited In (12)

• Minima of \(H\)-valued Gaussian processes
• Principles of large deviations for the empirical processes of the Ornstein-Uhlenbeck process
• Asymptotics of Absorption Probabilities for Ornstein-Uhlenbeck Processes
• On the almost surely asymptotic bounds of a class of Ornstein-Uhlenbeck processes in infinite dimensions
• Large deviations for the \(\operatorname{Sine}_\beta\) and \(\operatorname{Sch}_\tau\) processes
• Path properties of kernel generated two-time parameter Gaussian processes
• Large deviation upper bound for the law of matrix-valued Ornstein-Uhlenbeck process
• On the ornstein—uhlenbeck process
• On almost sure limit inferior for \(B\)-valued stochastic processes and applications
• On infinite series of independent Ornstein-Uhlenbeck processes
• Sharp large deviations for the fractional Ornstein-Uhlenbeck process
• On the small time asymptotics of diffusion processes on Hilbert spaces.

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