Sharp large deviation estimates for a certain class of sets on the Wiener space

AbstractWe consider a family of sets {As,s≥0} on the Wiener space whose boundary only satisfies smoothness conditions in a weak sense. Then, we get a precise asymptotic expansion for P(ωs∈As) for s small enough, under the usual non-degeneracy assumptions, where ωs denotes the abstract Wiener process