A Variational Representation for Positive Functionals of Infinite Dimensional Brownian Motion
نویسندگان
چکیده
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 {G (W (·))} >0 where G is an appropriate family of measurable maps from the Wiener space to some Polish space.
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