Large Deviations for Rough Path Lifts of Watanabe's Pullbacks of Delta Functions

    研究成果: ジャーナルへの寄稿総説査読

    2 被引用数 (Scopus)

    抄録

    We study Donsker-Watanabe's delta functions associated with strongly hypoelliptic diffusion processes indexed by a small parameter. They are finite Borel measures on the Wiener space and admit a rough path lift. Our main result is a large deviation principle (LDP) of Schilder type for the lifted measures on the geometric rough path space as the scale parameter tends to zero. As a corollary, we obtain an LDP conjectured by Takanobu and Watanabe, which is a generalization of an LDP of Freidlin-Wentzell type for pinned diffusion processes.

    本文言語英語
    ページ(範囲)6378-6414
    ページ数37
    ジャーナルInternational Mathematics Research Notices
    2016
    20
    DOI
    出版ステータス出版済み - 2016

    !!!All Science Journal Classification (ASJC) codes

    • 数学一般

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