On large deviations for random currents induced from stochastic line integrals

DOI10.1515/FORUM.2006.033zbMath1112.60005OpenAlexW1967109487MaRDI QIDQ3431417

Kazumasa Kuwada

Publication date: 10 April 2007

Published in: Forum Mathematicum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/forum.2006.033

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Large deviations (60F10)

Related Items (6)

Effective resistances for supercritical percolation clusters in boxes ⋮ Large deviation for stochastic line integrals as \(L^{p}\)-currents ⋮ Laplace approximation for stochastic line integrals ⋮ Brownian and fractional Brownian stochastic currents via Malliavin calculus ⋮ Sample path large deviations for a class of random currents. ⋮ Flows, currents, and cycles for Markov chains: large deviation asymptotics

Cites Work

• Integral of differential forms along the path of diffusion processes
• Albanese maps and off diagonal long time asymptotics for the heat kernel
• Asymptotic evaluation of certain markov process expectations for large time, I
• A minimum principle for the principal eigenvalue for second-order linear elliptic equations with natural boundary conditions

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