Ecole d'ete de probabilités de Saint-Flour VIII-1978. Edite par P. L. Hennequin

DOI10.1007/BFB0089622zbMATH Open0417.60001OpenAlexW2020573773MaRDI QIDQ755252FDOQ755252

Authors: Yves Guivarc'h, Robert Azencott, R. Gundy 

Publication date: 1980

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0089622

zbMATH Keywords

large deviationsHardy classmartingales and Hp spacesrandom walks on non commutative groupstwo parameter martingales

Mathematics Subject Classification ID

Large deviations (60F10) Martingales with discrete parameter (60G42) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sums of independent random variables; random walks (60G50) Generalizations of martingales (60G48) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Martingales with continuous parameter (60G44)

Cited In (16)

• Strassen's law of the iterated logarithm for diffusion processes for small time
• Asymptotics for multifactor Volterra type stochastic volatility models
• Large deviations for invariant measures of general stochastic reaction-diffusion systems
• Vitesses maximales de d�croissance des erreurs et tests optimaux associ�s
• A brief introduction to large deviations theory
• Pathwise asymptotics for Volterra type stochastic volatility models
• Pathwise asymptotics for Volterra processes conditioned to a noisy version of the Brownian motion
• Small noise asymptotics for a stochastic growth model
• Large deviations of infinite intersections of events in Gaussian processes
• Large deviations for conditionally Gaussian processes: estimates of level crossing probability
• On small-noise equations with degenerate limiting system arising from volatility models
• Moderate deviations for a class of semilinear SPDE with fractional noises
• Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input
• Cramér's theorem in Banach spaces revisited
• Large deviations for interacting particle systems: Applications to non-linear filtering
• Large deviations for a Burgers'-type SPDE

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