A variational representation for random functionals on abstract Wiener spaces
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Publication:965067
DOI10.1215/KJM/1260975036zbMATH Open1194.60037OpenAlexW1493843358MaRDI QIDQ965067FDOQ965067
Authors: Xicheng Zhang 
Publication date: 21 April 2010
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.kjm/1260975036
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Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07) Brownian motion (60J65)
Cited In (18)
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- Large deviation principle for stochastic heat equation with memory
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- Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
- Variational calculation of Laplace transforms via entropy on Wiener space and applications
- Large deviation principle for McKean-Vlasov SDEs with non-Lipschitz coefficients
- Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
- Large deviations for multivalued stochastic differential equations
- Variational representations for continuous time processes
- Clark-Ocone formula and variational representation for Poisson functionals
- Uniform large deviations for multivalued stochastic differential equations with Poisson jumps
- Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
- Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients
- Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
- The Boué-Dupuis formula and the exponential hypercontractivity in the Gaussian space
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