A variational representation for random functionals on abstract Wiener spaces

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Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients (2010, background): “as been proved to be very eﬀective for various stochastic systems (cf. [4, 6, 22], etc.), where the key point is to use the variational representation of certain exponential Brownian functionals (cf. [3, 29]) to prove an equivalent Laplace principle. This paper is organized as follows: In Section 2,”
Variational representations for continuous time processes (2011, unknown): “(30) therein; see also [27], Theorem 3.”
Stochastic Volterra Equations in Banach Spaces and Stochastic Partial Differential Equations (2008, background): “This lemma will play an important role in proving the existence of strong solutions (in the PDE’s sense) in Theorems 7.2 and 8.2 below.”
Freidlin-Wentzell's Large Deviations for Stochastic Evolution Equations (2008, methodology): “In particular, for Brownian functionals, an elegant variational representation formula has been established by Boué-Dupuis [3] and Budhiraja-Dupuis [5].”