Pathwise large deviations for white noise chaos expansions

DOI10.3150/21-BEJ1407zbMath1494.60060arXiv2011.14851OpenAlexW3106623571MaRDI QIDQ2137052

Alexandre Pannier

Publication date: 16 May 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.14851

zbMATH Keywords

weak convergenceMalliavin calculuslarge deviationsWiener chaosmultiple stochastic integralswhite noise measure

Mathematics Subject Classification ID

Large deviations (60F10) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

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