Un théorème de Schilder pour des fonctionnelles browniennes non régulières

Gérard Lorang; Bernard Roynette

Annales de l'I.H.P. Probabilités et statistiques (1993)

  • Volume: 29, Issue: 4, page 513-530
  • ISSN: 0246-0203

How to cite

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Lorang, Gérard, and Roynette, Bernard. "Un théorème de Schilder pour des fonctionnelles browniennes non régulières." Annales de l'I.H.P. Probabilités et statistiques 29.4 (1993): 513-530. <http://eudml.org/doc/77468>.

@article{Lorang1993,
author = {Lorang, Gérard, Roynette, Bernard},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Brownian motion; Hölder’s condition; Schilder's theorem; exponential integrability; asymptotic expansion},
language = {fre},
number = {4},
pages = {513-530},
publisher = {Gauthier-Villars},
title = {Un théorème de Schilder pour des fonctionnelles browniennes non régulières},
url = {http://eudml.org/doc/77468},
volume = {29},
year = {1993},
}

TY - JOUR
AU - Lorang, Gérard
AU - Roynette, Bernard
TI - Un théorème de Schilder pour des fonctionnelles browniennes non régulières
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1993
PB - Gauthier-Villars
VL - 29
IS - 4
SP - 513
EP - 530
LA - fre
KW - Brownian motion; Hölder’s condition; Schilder's theorem; exponential integrability; asymptotic expansion
UR - http://eudml.org/doc/77468
ER -

References

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  1. [1] J.D. Deuschel, D. Stroock, Large Deviations. Academic Press, Boston, 1988. Zbl0705.60029MR997938
  2. [2] M. Schilder, Some Asymptotic Formular for Wiener Integrals, Trans. of the Amer. Math. Soc., vol. 125, n° 1, 1966, p. 63-85. Zbl0156.37602MR201892
  3. [3] Z. Ciesielski, On the Isomorphisms of the spaces Hα and m. Bull. Acad. Pol. Sc., vol. 8, 1960, p. 217-222. Zbl0093.12301MR132389
  4. [4] P. Baldi, B. Roynette, Some Exact Equivalents for the Brownian Motion in Hölder, Norm. Probab. Theory Rel. Fields, vol. 93, 1992, p. 457-484. Zbl0767.60078MR1183887
  5. [5] J. Dieudonné, Calcul infinitésimal, Hermann, Paris, 1968. Zbl0155.10001MR226971

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