Large deviations for \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes

DOI10.1214/aop/1176991494zbMath0716.60060OpenAlexW1978408065MaRDI QIDQ753273

Ian Iscoe, David R. McDonald

Publication date: 1989

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991494

zbMATH Keywords

Hilbert spacelarge deviationsDirichlet formOrnstein-Uhlenbeckcylindrical Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17)

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