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

研究成果: Contribution to journalReview article査読

1 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

  • Mathematics(all)

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