A large deviation principle for (r,p)-capacities
on the Wiener space
Abstract
We prove that (r,p)-capacities on the abstract Wiener space
satisfy a large deviation principle with the rate function
(1/2)|w|H2,
where H is the Cameron-Martin subspace. As an application,
we show that the functional type law
of iterated logarithm for the Brownian motion
holds in (r,p)-capacities.
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