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Large Deviations for Hilbert-Space-Valued Wiener Processes: A Sequence Space Approach

  • Andreas Andresen
  • Peter ImkellerEmail author
  • Nicolas Perkowski
Conference paper
Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 34)

Abstract

Ciesielski’s isomorphism between the space of α-Hölder continuous functions and the space of bounded sequences is used to give an alternative proof of the large deviation principle (LDP) for Wiener processes with values in Hilbert space.

Keywords

Large deviations Schilder’s theorem Hilbert space valued Wiener process Ciesielski’s isomorphism 

Notes

Acknowledgements

Nicolas Perkowski is supported by a Ph.D. scholarship of the Berlin Mathematical School.

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • Andreas Andresen
    • 1
  • Peter Imkeller
    • 1
    Email author
  • Nicolas Perkowski
    • 1
  1. 1.Institut für MathematikHumboldt-Universität zu BerlinBerlinGermany

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