Abstract
For m≥1 let I m (h) denote the multiple Wiener-Itô integral of order m of a square integrable symmetric kernel h. In this paper we consider different conditions on a time-dependent family of kernels {h t , 0≤t≤1} which guarantee that the process I m (h t ) has continuous sample paths and that the probability measures induced by εm/2 I m (h t ) satisfy a large deviations principle in C([0,1]).
Partially supported by the Technion VPR Bernstein fund for the promotion of research
Partially supported by CONACYT, Grant A128CCOE900047 (MT-2)
Partially supported by CONACYT, Grant D111-904237
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© 1992 Springer-Verlag
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Mayer-Wolf, E., Nualart, D., Pérez-Abreu, V. (1992). Large deviations for multiple Wiener-Itô integral processes. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVI. Lecture Notes in Mathematics, vol 1526. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084307
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DOI: https://doi.org/10.1007/BFb0084307
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