Large deviations for Hilbert space valued Wiener processes: a sequence space approach

Details Large deviations for Hilbert space valued Wiener processes: a sequence space approach Large deviations for Hilbert space valued Wiener processes: a sequence space approach

2012-03-20

arxiv.org/abs/1203.4596v1

Mathematics

Probability

18 pages

Scientific paper

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.

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