UNIVERSITY
OF WROCŁAW
 
Main Page
Contents
Online First
General Information
Instructions for authors


VOLUMES
43.2 43.1 42.2 42.1 41.2 41.1 40.2
40.1 39.2 39.1 38.2 38.1 37.2 37.1
36.2 36.1 35.2 35.1 34.2 34.1 33.2
33.1 32.2 32.1 31.2 31.1 30.2 30.1
29.2 29.1 28.2 28.1 27.2 27.1 26.2
26.1 25.2 25.1 24.2 24.1 23.2 23.1
22.2 22.1 21.2 21.1 20.2 20.1 19.2
19.1 18.2 18.1 17.2 17.1 16.2 16.1
15 14.2 14.1 13.2 13.1 12.2 12.1
11.2 11.1 10.2 10.1 9.2 9.1 8
7.2 7.1 6.2 6.1 5.2 5.1 4.2
4.1 3.2 3.1 2.2 2.1 1.2 1.1
 
 
WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 20, Fasc. 1,
pages 39 - 61
 

A VARIATIONAL REPRESENTATION FOR POSITIVE FUNCTIONALS OF INFINITE DIMENSIONAL BROWNIAN MOTION

Amarjit Budhiraja
Paul Dupuis

Abstract: A variational representation for positive functionals of a Hilbert space valued Wiener process (W (.)) is proved. This representation is then used to prove a large deviations principle for the family (Ge(W (.))) , e>0 where Ge is an appropriate family of measurable maps from the Wiener space to some Polish space.

1991 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: Large deviations, Laplace principle, stochastic control, cylindrical Brownian motion, stochastic evolution equations, infinite dimensional stochastic calculus.

Download:    Abstract    Full text   Abstract + References