Large deviation for stochastic line integrals as \(L^{p}\)-currents

DOI10.1007/s00440-009-0219-5zbMath1196.60039OpenAlexW2062257712MaRDI QIDQ975310

Kazumasa Kuwada, Shigeo Kusuoka, Yozo Tamura

Publication date: 9 June 2010

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-009-0219-5

zbMATH Keywords

stochastic line integrallarge deviationempirical distributioncurrent-valued process

Mathematics Subject Classification ID

Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (5)

Feynman-Kac theory of time-integrated functionals: Itô versus functional calculus ⋮ A formal view on level 2.5 large deviations and fluctuation relations ⋮ Large deviations of the empirical flow for continuous time Markov chains ⋮ Level 2.5 large deviations for continuous-time Markov chains with time periodic rates ⋮ Flows, currents, and cycles for Markov chains: large deviation asymptotics

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