A variational representation for random functionals on abstract Wiener spaces

DOI10.1215/kjm/1260975036zbMath1194.60037OpenAlexW1493843358MaRDI QIDQ965067

Xicheng Zhang

Publication date: 21 April 2010

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.kjm/1260975036

zbMATH Keywords

abstract Wiener spacevariational representationuniform Laplace principle

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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