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- W1978408065 abstract "A stationary $l^2$-valued Ornstein-Uhlenbeck process given formally by $dX(t) = - AX(t) dt + sqrt{2a} dB(t)$, where $A$ is a positive self-adjoint constant operator on $l^2$ and $B(t)$ is a cylindrical Brownian motion on $l^2$, is considered. An upper bound on $P(sup_{t in lbrack 0, T rbrack}|X(t)| > x)$ is established and the asymptotics for the given bound, as $x rightarrow infty$, is derived." @default.
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- W1978408065 date "1989-01-01" @default.
- W1978408065 modified "2023-09-26" @default.
- W1978408065 title "Large Deviations for $l^2$-Valued Ornstein-Uhlenbeck Processes" @default.
- W1978408065 doi "https://doi.org/10.1214/aop/1176991494" @default.
- W1978408065 hasPublicationYear "1989" @default.
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