Large Deviation Principles for a Type of Diffusion Processes on Euclidean Space

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概要

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• We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than linear order. We show large deviation principles for empirical distributions of positions for pinned processes under some explicit conditions in terms of the coefficients of the generator. Such a problem was discussed by Donsker-Varadhan under some implicit conditions.

• 東京大学の論文

著者

• Liang Song

  Graduate School Of Information Sciences Tohoku University

関連論文

• On an Ergodic Property of Diffusion Semigroups on Euclidean Space
• Laplace Approximations for Diffusion Processes on Torus: Nondegenerate Case
• On the Precise Laplace Approximation for Large Deviations of Markov Chain The Nondegenerate Case
• Large Deviation Principles for a Type of Diffusion Processes on Euclidean Space
• A mechanical model of Markov processes (Proceedings of RIMS Workshop on Stochastic Analysis and Applications)
• Laplace approximations for large deviations of diffusion processes on Euclidean spaces
• Laplace Approximations for Sums of Independent Random Vectors - The Degenerate Case -

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