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 |
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ページ(範囲) | 6378-6414 |
ページ数 | 37 |
ジャーナル | International Mathematics Research Notices |
巻 | 2016 |
号 | 20 |
DOI | |
出版ステータス | 出版済み - 2016 |
All Science Journal Classification (ASJC) codes
- 数学 (全般)