Baldi, P.; Ben Arous, G.; Kerkyacharian, G. - In: Stochastic Processes and their Applications 42 (1992) 1, pp. 171-180
We prove that Schilder's theorem, giving large deviations estimates for the Brownian motion multiplied by a small parameter, still holds with the sup-norm replaced by any Hölder norm with exponent. We produce examples which show that this is effectively a stronger result and, as an application,...