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Quasi-everywhere upper functions

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Séminaire de Probabilités XXVI

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1526))

Abstract

In this paper we find a good approximation for the capacitance of paths with large deviations for the Ornstein-Uhlenbeck process on Wiener space. We use this result to obtain an integral test for a function to be an upper function quasi-everywhere. The criterion differs from the necessary and sufficient condition for a function to be a.s. upper. We believe that this is a qualitatively new result.

Research partially supported by NSF Grant DMS-89-01800

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Author information

Authors and Affiliations

  1. Department of Mathematics, University of California, 90024, Los Angeles, Ca.

    T. S. Mountford

Authors
  1. T. S. Mountford
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Editor information

Jacques Azéma Marc Yor Paul André Meyer

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© 1992 Springer-Verlag

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Mountford, T.S. (1992). Quasi-everywhere upper functions. 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/BFb0084313

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  • DOI: https://doi.org/10.1007/BFb0084313

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-56021-0

  • Online ISBN: 978-3-540-47342-8

  • eBook Packages: Springer Book Archive

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