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Note on freidlin-wentzell type estimates for stochastic processes

Gaussian Processes

Part of the Lecture Notes in Mathematics book series (LNM,volume 695)

Keywords

  • Probability Measure
  • Gaussian Process
  • Gaussian Measure
  • Reproduce Kernel Hilbert Space
  • Supremum Norm

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References

  1. P. Billingsley, Convergence of probability measures, Wiley, New York, 1968.

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  5. G. Kallianpur and H. Oodaira, Freidlin-Wentzell type estimates for abstract Wiener spaces, to appear.

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© 1978 Springer-Verlag

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Oodaira, H. (1978). Note on freidlin-wentzell type estimates for stochastic processes. In: Kallianpur, G., Kölzow, D. (eds) Measure Theory Applications to Stochastic Analysis. Lecture Notes in Mathematics, vol 695. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0062662

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  • DOI: https://doi.org/10.1007/BFb0062662

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