Large deviations for Hilbert space valued Wiener processes: a sequence space approach
Please always quote using this URN:urn:nbn:de:0296-matheon-10474
- Ciesielski’s isomorphism between the space of $\alpha$� -Hölder 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.
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| Author: | Andreas Andresen, Peter Imkeller, Nicolas Perkowski |
|---|---|
| URN: | urn:nbn:de:0296-matheon-10474 |
| Referee: | Dirk Becherer |
| Document Type: | Preprint, Research Center Matheon |
| Language: | English |
| Date of first Publication: | 2012/01/31 |
| Release Date: | 2012/01/31 |
| Institute: | Humboldt-Universität zu Berlin |
| MSC-Classification: | 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Jxx Markov processes / 60J65 Brownian motion [See also 58J65] |
| Preprint Number: | 910 |
