Abstract
Let (i, H, B) be an abstract Wiener space and let W ɛ be the associated semigroup of gaussian measures on B; let f be a function mapping H into another Banach space E.
Suppose that there exists an increasing sequence P n of finite dimensional projections, converging strongly to identity, such that f() converges in the measure W ɛ to .
We give some sufficient conditions to ensure that the family of measures is a large deviations system in the sense of Varadhan. We show that the Varadhan contraction principle works in this case, as if the cylinder gaussian measures on H were real measures.
This research was partially supported by the AFOSR Grant 87-0136 while the second named author was visiting the University of Tennessee, Knoxville. The author wishes to thank Professors Balram S. Rajput and Jan Rosiński for their warm hospitality.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
R.G. Azencott, “Sur les grandes déviations,,” Ecole d'Eté des Probabilités, Saint-Flour, LNiM 774, 1978.
X. Fernique, Integrabilité des vecteurs gaussiens, C. R. Acad. Sc. Paris, Série A 270 (1970), 1698–1699.
M. Freidlin and A. Wentzell, On small random perturbations of dynamical systems, Russian Math. Surveys 25 (1970), 1–55.
M. Freidlin and A. Wentzell, “Random perturbations of dynamical systems,” Springer, New York, 1984.
G. Kallianpur and E. Oodaira, Freidlin-Wentzell type estimates for abstract Wiener spaces, Sankhyá, Series A 40 (1978), 116–137.
H.H. Kuo, “Gaussian measures in Banach spaces,” Springer LNiM 463, 1975.
W.Smoleński, R.Sztencel and J.Zabczyk, Large deviations estimates for Banach space valued Wiener process, Inst. Math. Polish Academy of Sciences, preprint 371 (1986).
W. Smoleński, R. Sztencel and J. Zabczyk, Large deviations estimates for semilinear stochastic equations, Lecture Notes in Control and Information Science 96 (1987), 218–231.
S.R.S. Varadhan, Large deviations, SIAM,.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1989 Springer-Verlag
About this paper
Cite this paper
Smoleński, W., Sztencel, R. (1989). Large deviations for non-linear radonifications of white noise. In: Da Prato, G., Tubaro, L. (eds) Stochastic Partial Differential Equations and Applications II. Lecture Notes in Mathematics, vol 1390. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083951
Download citation
DOI: https://doi.org/10.1007/BFb0083951
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-51510-4
Online ISBN: 978-3-540-48200-0
eBook Packages: Springer Book Archive