Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes

DOI10.1090/S0002-9947-2015-06290-4zbMath1338.60083arXiv1203.5177MaRDI QIDQ2944928

Yuzuru Inahama

Publication date: 8 September 2015

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.5177

zbMATH Keywords

stochastic differential equationMalliavin calculuslarge deviation principlerough path theoryquasi-sure analysispinned diffusion process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic analysis (60H99)

Related Items (10)

SHORT TIME FULL ASYMPTOTIC EXPANSION OF HYPOELLIPTIC HEAT KERNEL AT THE CUT LOCUS ⋮ Fractal dimensions of rough differential equations driven by fractional Brownian motions ⋮ Large deviation principle for fractional Brownian motion with respect to capacity ⋮ Asymptotics of spectral gaps on loop spaces over a class of Riemannian manifolds ⋮ SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES ⋮ Large deviation principle for certain spatially lifted Gaussian rough path ⋮ Rough differential equations driven by signals in Besov spaces ⋮ Unnamed Item ⋮ Rough path theory and stochastic calculus ⋮ Large Deviation Principle for Bridges of Sub-Riemannian Diffusion Processes

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