Pathwise large deviations for white noise chaos expansions
Pathwise large deviations for white noise chaos expansions
We consider a family of continuous processes $\{X^\varepsilon\}_{\varepsilon>0}$ which are measurable with respect to a white noise measure, take values in the space of continuous functions $C([0,1]^d:\mathbb{R})$, and have the Wiener chaos expansion \[ X^\varepsilon = \sum_{n=0}^{\infty} \varepsilon^n I_n \big(f_n^{\varepsilon} \big). \] We provide sufficient conditions for the large deviations …