scientific article

zbMath0782.60026MaRDI QIDQ4028962

Eddy Mayer-Wolf, David Nualart, Victor Perez-Abreu

Publication date: 28 March 1993

Full work available at URL: http://www.numdam.org/item?id=SPS_1992__26__11_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

large deviation principleHu-Meyer formulamultiple Wiener-Itô integral

Mathematics Subject Classification ID

Large deviations (60F10) Sample path properties (60G17)

Related Items (7)

Large deviations for a class of chaos expansions ⋮ Pathwise large deviations for white noise chaos expansions ⋮ Dimension free and infinite variance tail estimates on Poisson space ⋮ Large deviation principle for certain spatially lifted Gaussian rough path ⋮ Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions ⋮ Asymptotic behaviour of randomised fractional volatility models ⋮ Sharp large deviation estimates for a certain class of sets on the Wiener space

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