Large deviations for the Brownian motion on loop groups

DOI10.1023/A:1011115831136zbMath1003.60028MaRDI QIDQ5939310

Shizan Fang, Tu-Sheng Zhang

Publication date: 9 January 2003

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

Brownian motionlarge deviationsloop groups

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Large deviations (60F10)

Related Items (10)

Laplace's method for the laws of heat processes on loop spaces ⋮ Hamilton-Jacobi semi-groups in infinite dimensional spaces ⋮ Brownian surfaces with boundary and Deligne cohomology ⋮ Small-time Gaussian behavior of symmetric diffusion semigroups ⋮ Brownian pants and Deligne cohomology ⋮ Harnack and HWI inequalities on infinite-dimensional spaces ⋮ Large deviation principle of stochastic differential equations with non-Lipschitzian coefficients ⋮ Riemannian distance, Rademacher theorem and transportation cost inequality on loop groups. ⋮ A study of a class of stochastic differential equations with non-Lipschitzian coefficients ⋮ Convergence of finite dimensional distributions of heat kernel measures on loop groups

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