An action functional for Lévy Brownian motion

DOI10.1007/BF00049129zbMath0704.60107MaRDI QIDQ917183

Nigel J. Cutland

Publication date: 1990

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

zbMATH Keywords

Lévy Brownian motionLoeb measureCameron-Martin formulanonstandard techniquestranslation of Lévy measure

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Special processes (60K99) Large deviations (60F10) Nonstandard models in mathematics (03H05) Real-analytic functions (26E05)

Related Items (4)

On large deviations in Hilbert space ⋮ The allure of infinitesimals: Sergio Albeverio and nonstandard analysis ⋮ Constrained quantisation and \(\theta\)-angles. II. ⋮ A mathematical flat integral realization and a large deviation result for the free Euclidean field

Cites Work

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• A nonstandard construction of Lévy Brownian motion
• Nonstandard Measure Theory and its Applications
• Infinitesimals in Action
• An introduction to the theory of large deviations

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