@article{SPS_1992__26__11_0, author = {Mayer-Wolf, Eduardo and Nualart, David and P\'erez-Abreu, Victor}, title = {Large deviations for multiple {Wiener-It\^o} integral processes}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {11--31}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {26}, year = {1992}, mrnumber = {1231980}, zbl = {0782.60026}, language = {en}, url = {http://archive.numdam.org/item/SPS_1992__26__11_0/} }
TY - JOUR AU - Mayer-Wolf, Eduardo AU - Nualart, David AU - Pérez-Abreu, Victor TI - Large deviations for multiple Wiener-Itô integral processes JO - Séminaire de probabilités de Strasbourg PY - 1992 SP - 11 EP - 31 VL - 26 PB - Springer - Lecture Notes in Mathematics UR - http://archive.numdam.org/item/SPS_1992__26__11_0/ LA - en ID - SPS_1992__26__11_0 ER -
%0 Journal Article %A Mayer-Wolf, Eduardo %A Nualart, David %A Pérez-Abreu, Victor %T Large deviations for multiple Wiener-Itô integral processes %J Séminaire de probabilités de Strasbourg %D 1992 %P 11-31 %V 26 %I Springer - Lecture Notes in Mathematics %U http://archive.numdam.org/item/SPS_1992__26__11_0/ %G en %F SPS_1992__26__11_0
Mayer-Wolf, Eduardo; Nualart, David; Pérez-Abreu, Victor. Large deviations for multiple Wiener-Itô integral processes. Séminaire de probabilités de Strasbourg, Tome 26 (1992), pp. 11-31. http://archive.numdam.org/item/SPS_1992__26__11_0/
[1] Fractional dimensions and bounded fractional forms", Mem. Amer. Math. Soc. 5, 331. | MR | Zbl
(1985): "[2] Tail probabilities in Gauss space", in Vector space measures and applications, Dublin 1977, (L.N. Math. 644), pp. 73-82, Springer Berlin-Heidelberg-New York. | MR | Zbl
(1978): "[3] Large Deviations, Academic Press, New York. | MR | Zbl
and (1989):[4] Regularite de fonctions aleatoires non Gaussiennes", in Ecole d'Eté de Probabilités de Saint-Flour XI - 1981, (L.N. Math 976), pp. 1-74, P.L. Hennequin, ed., SpringerBerlin-Heidelberg-New York. | MR | Zbl
(1983): "[5] Sur les intégrales multiples de Stratonovich" in Séminaire de Probabilités XXII (L.N. Math. 1321), pp. 72-81, J. Azéma, P.A. Meyer and M. Yor, eds, SpringerBerlin-Heidelberg-New York. | Numdam | MR | Zbl
and (1988): "[6] Multiple Wiener integrals", J. Math. Soc. Japan, 3, pp. 157-169. | MR | Zbl
(1951): "[7] Some remarks on Hu and Meyer's paper and infinite dimensional calculus on finitely additive cannonical Hilbert space", Th. Pr. Appl. ,34, pp. 679-689. | MR | Zbl
and (1989): "[8] A note on large deviations for Wiener chaos", in Séminaire de Probabilités XXIV (L.N. Math. 1426), pp. 1-14, J. Azéma, P.A. Meyer and M. Yor, eds, Springer Berlin-Heidelberg-New York. | Numdam | MR | Zbl
(1990): "[9] Wiener's theory of nonlinear noise", in Stochastic Differential Equations, Proc. SIAM-AMS, 6, pp. 191-289. | MR | Zbl
(1973): "[10] The law of the iterated logarithm for self-similar processes represented bu multiple Wiener integrals", Prob. Th. Rel. Fields, 71, pp. 367-391. | MR | Zbl
and (1986): "[11] Freidlin-Wentzell type estimates and the law of the iterated logarithm for a class of stochastic processes related to symmetric statistics", Yokohama Math. J., 36, pp. 123-130. | MR | Zbl
and (1988): "[12] Multiple Wiener-Itô integrals possessing a continuous extension", Prob. Th. Rel. Fields, 85, pp. 131-145. | MR | Zbl
and (1990): "[13] Properties of the multiple Itô integral", Lithuanian Math. J., 21, pp. 184-191. | MR | Zbl
(1981): "[14] Diffusions, Markov Processes, and Martingales, vol. 2, J. Wiley & Sons. | Zbl
and (1987):[15] Some asymptotic formulae for Wiener integrals", Trans. Amer. Math. Soc., 125, pp. 63-85. | MR | Zbl
(1966): "[16] Large Deviations and Applications CBMS series, SIAM, Philadelphia. | MR | Zbl
(1984):