Large Deviation Principles for a Type of Diffusion Processes on Euclidean Space
Vol. 10 (2003), No. 3, Page 555--578.
Liang, Song
Large Deviation Principles for a Type of Diffusion Processes on Euclidean Space
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Abstract:
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 \cite{Donsker-VaradhanIII} under some implicit conditions.
Keywords: large deviation principle, diffusion process, Euclidean space
Mathematics Subject Classification (1991): 60F10, 60J60
Mathematical Reviews Number: MR2002478
Received: 2002-12-09
