Large deviations for Hilbert space valued Wiener processes: a sequence space approach
Andreas Andresen, Peter Imkeller, Nicolas Perkowski

TL;DR
This paper provides an alternative proof of the large deviation principle for Hilbert space valued Wiener processes by leveraging Ciesielski's isomorphism, connecting function spaces and sequence spaces.
Contribution
It introduces a novel sequence space approach to establish large deviations for Hilbert space valued Wiener processes, offering a new perspective and proof technique.
Findings
Alternative proof of large deviation principle for Hilbert space Wiener processes
Utilization of Ciesielski's isomorphism to connect function and sequence spaces
Simplification of large deviation analysis through sequence space methods
Abstract
Ciesielski's isomorphism between the space of alpha-H\"older continuous functions and the space of bounded sequences is used to give an alternative proof of the large deviation principle for Wiener processes with values in Hilbert space.
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Taxonomy
TopicsMathematical Analysis and Transform Methods · Advanced Banach Space Theory · Stochastic processes and financial applications
