An action functional for Lévy Brownian motion
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Publication:917183
DOI10.1007/BF00049129zbMath0704.60107MaRDI QIDQ917183
Publication date: 1990
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Lévy Brownian motion; Loeb measure; Cameron-Martin formula; nonstandard techniques; translation of Lévy measure
60G60: Random fields
60G15: Gaussian processes
60K99: Special processes
60F10: Large deviations
03H05: Nonstandard models in mathematics
26E05: Real-analytic functions
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