In mathematics, Schilder's theorem is a generalization of the Laplace method from integrals on R n {\displaystyle \mathbb {R} ^{n}} to functional Wiener integration. The theorem is used in the large deviations theory of stochastic processes.
In mathematics, Schilder's theorem is a generalization of the Laplace method from integrals on R n {\displaystyle \mathbb {R} ^{n}} to functional Wiener integration. The theorem is used in the large deviations theory of stochastic processes.
Source: Wikipedia "Schilder's theorem" · CC BY-SA 4.0
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