A large deviation principle for \((r,p)\)-capacities on the Wiener space

DOI10.1007/BF01192559zbMath0791.60018MaRDI QIDQ1326327

Nobuo Yoshida

Publication date: 18 May 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

large deviation principleStrassen's law of the iterated logarithmcapacity on an abstract Wiener space

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Large deviations (60F10)

Related Items (13)

A functional modulus of continuity for Brownian motion ⋮ Large deviation principle for fractional Brownian motion with respect to capacity ⋮ Extensions of functional LIL w.r.t. (\(r, p\))-capacities on Wiener space ⋮ Gaussian measures on linear spaces ⋮ Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm ⋮ Quasi sure functional modulus of continuity for a two-parameter Wiener process in Hölder norm ⋮ A generalization of functional law of the iterated logarithm for \((r,p)\)-capacities on the Wiener space. ⋮ Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm ⋮ The rate of quasi sure convergence in the functional limit theorem for increments of a Brownian motion ⋮ Quasi sure local convergence rate of a Brownian motion in the Hölder norm ⋮ Metric entropies of sets in abstract Wiener space ⋮ LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS ⋮ Large deviations for stochastic flows and their applications

Cites Work

• Dirichlet forms and analysis on Wiener space
• Positive generalized Wiener functions and potential theory over abstract Wiener spaces
• Refinement in terms of capacities of certain limit theorems on an abstract Wiener space
• (r, p)-Capacity on the Wiener space and properties of Brownian motion
• Asymptotic evaluation of certain Markov process expectations for large time—III
• An invariance principle for the law of the iterated logarithm
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