Asymptotic estimates for white noise distributions

Let <f>θ</f> be a Young function. Using properties of the Laplace and Legendre transforms, it is shown that white noise measures in the dual of a test function space of <f>θ</f>-exponential growth satisfy an exponential decay property with rate <f>θ</f>. An application to stochastic differential equations is given. To cite this article: H. Ouerdiane, N. Privault, C. R. Acad. Sci. Paris, Ser. I 338 (2004). [Copyright &y& Elsevier]