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arxiv: 1203.4596 · v1 · pith:GFK445NKnew · submitted 2012-03-20 · 🧮 math.PR

Large deviations for Hilbert space valued Wiener processes: a sequence space approach

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keywords spacehilbertlargeprocesseswieneralpha-halternativeapproach
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Ciesielski's isomorphism between the space of alpha-H\"older continuous functions and the space of bounded sequences is used to give an alternative proof of the large deviation principle for Wiener processes with values in Hilbert space.

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