Sharp large deviation estimates for a certain class of sets on the Wiener space

被引：0

作者：

Rovira, C

Tindel, S

机构：

[1] Univ Barcelona, Fac Matemat, E-08007 Barcelona, Spain

[2] Univ Paris 13, Inst Galilee, Dept Math, F-93430 Villetaneuse, France

来源：

BULLETIN DES SCIENCES MATHEMATIQUES | 2000年 / 124卷 / 07期

关键词：

Wiener space; heat operator; large deviations; stochastic Taylor's expansion;

D O I：

10.1016/S0007-4497(00)01062-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider a family of sets {A(s), s greater than or equal to 0} on the Wiener space whose boundary only satisfies smoothness conditions in a weak sense. Then, we get a precise asymptotic expansion for P(omega (s) epsilon A(s)) for s small enough, under the usual nondegeneracy assumptions, where omega (s) denotes the abstract Wiener process. (C) 2000 Editions scientifiques et medicales Elsevier SAS.

引用

页码：525 / 555

页数：31

共 13 条

[1]

[Anonymous], 1995, LECT NOTES MATH

[2]

AZENCOTT R, 1985, B SCI MATH, V109, P253

[3]

BERCU B, SHARP LARGE DEVIATIO

[4]

BORELL C, 1978, LECT NOTES MATH, V644, P73

[5]

Bouleau N., 1991, DIRICHLET FORMS ANAL, V14

[6] PRECISE ASYMPTOTICS OF CERTAIN WIENER FUNCTIONALS [J].

KUSUOKA, S ;

STROOCK, DW .

JOURNAL OF FUNCTIONAL ANALYSIS, 1991, 99 (01) :1-74

[7]

MALLIAVIN P, 1993, J FUNCT ANAL, V112, P297

[8]

MAYERWOLF E, 1992, LECT NOTES MATH, V1526, P11

[9]

NUALART D, 1989, CR ACAD SCI I-MATH, V309, P383

[10]

ROVIRA C, IN PRESS POTENTIAL A

← 1 2 →