Group for Research in Decision Analysis

On white noise associated large deviation principles

David Levanony Ben-Gurion University of the Negev, Israel

We use Hida's work on stochastic distributions and white noise space theory, together with Lifshits' contributions to the theory of Gaussian processes, to construct and study a wide class of stationary increment Gaussian processes and their associated Large Deviation Principles (LDPs). These LDPs generalize the well known Schilder LDP for the Brownian motion.


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