Large deviations for a class of chaos expansions View Full Text


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Article Info

DATE

1994-10

AUTHORS

Víctor Pérez-Abreu, Constantin Tudor

ABSTRACT

The purpose of this paper is to present a general extended contraction principle for large deviations and apply it to obtain large deviations for random variables having chaos developments of exponential type.

PAGES

757-765

References to SciGraph publications

  • 1990. A note on large deviations for wiener chaos in SÉMINAIRE DE PROBABILITÉS XXIV 1988/89
  • 1978. Tail probabilities in Gauss space in VECTOR SPACE MEASURES AND APPLICATIONS I
  • 1992. Large deviations for multiple Wiener-Itô integral processes in SÉMINAIRE DE PROBABILITÉS XXVI
  • 1991. Small Perturbations for Quasilinear Anticipating Stochastic Differential Equations in RANDOM PARTIAL DIFFERENTIAL EQUATIONS
  • 1988-08. Stochastic calculus with anticipating integrands in PROBABILITY THEORY AND RELATED FIELDS
  • 1993. Strong Solutions of Stochastic Bilinear Equations with Anticipating Drift in the First Wiener Chaos in STOCHASTIC PROCESSES
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/bf02214370

    DOI

    http://dx.doi.org/10.1007/bf02214370

    DIMENSIONS

    https://app.dimensions.ai/details/publication/pub.1030083061


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