Large deviations for Hilbert space valued Wiener processes: a sequence space approach
Probability
2012-03-22 v1
Abstract
Ciesielski's isomorphism between the space of alpha-H\"older continuous functions and the space of bounded sequences is used to give an alternative proof of the large deviation principle for Wiener processes with values in Hilbert space.
Cite
@article{arxiv.1203.4596,
title = {Large deviations for Hilbert space valued Wiener processes: a sequence space approach},
author = {Andreas Andresen and Peter Imkeller and Nicolas Perkowski},
journal= {arXiv preprint arXiv:1203.4596},
year = {2012}
}
Comments
18 pages