Large deviations for \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes
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Publication:753273
DOI10.1214/aop/1176991494zbMath0716.60060MaRDI QIDQ753273
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
60G15: Gaussian processes
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G17: Sample path properties
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