G. Lorang et B. Roynette, A SCHILDER THEOREM FOR NONREGULAR BROWNIA N FUNCTIONALS, Annales de l'I.H.P. Probabilites et statistiques, 29(4), 1993, pp. 513-530
Let f: [0, 1] --> R be a alpha-holderian function (with f(0) = 0 and 0
< alpha < 1/2) and psi(f) = \\g-f\\alpha, where \\ \\alpha is a norm
equivalent to the usual holderian norm. We prove a Schilder theorem fo
r psi(f), i. e. we find an equivalent, as epsilon --> 0, of E (exp - 1
/2epsilon psi(f) (square-root epsilonB) where B is a linear brownian m
otion. This equivalent depends, in a qualitative manner, on the ''dist
ance'' between f and the origin.