Sharp large deviation estimates for a certain class of sets on the Wiener space

DOI10.1016/S0007-4497(00)01062-9zbMath0968.60026MaRDI QIDQ1591578

Samy Tindel, Carles Rovira

Publication date: 2 September 2001

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

zbMATH Keywords

stochastic Taylor expansionheat operatorlarge deviationsWiener space

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

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• Precise asymptotics of certain Wiener functionals
• Dirichlet forms and analysis on Wiener space
• Forward, backward and symmetric stochastic integration
• An introduction to analysis on Wiener space
• Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space
• Asymptotic Distribution of Exit Times for Small-Noise Diffusions
• Sharp large deviations for Gaussian quadratic forms with applications
• Some Asymptotic Formulas for Wiener Integrals
• Sharp large deviation estimates for the stochastic heat equation

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