Large deviations for a class of chaos expansions

DOI10.1007/BF02214370zbMath0810.60023OpenAlexW2016222100MaRDI QIDQ1337947

Constantin Tudor, Victor Perez-Abreu

Publication date: 5 December 1994

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02214370

zbMATH Keywords

Wiener functionalschaos expansions of exponential typetransformation principle for large deviations

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic integrals (60H05)

Related Items

Fractional Bilinear Stochastic Equations with the Drift in the First Fractional Chaos ⋮ Pathwise large deviations for white noise chaos expansions ⋮ Decoupled double stochastic fractional integrals ⋮ Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos ⋮ Large deviations for stable Itô equations

Cites Work

• Stochastic calculus with anticipating integrands
• On some applicable versions of abstract large deviations theorems
• Multiple Wiener integral
• Large deviations from the mckean-vlasov limit for weakly interacting diffusions
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