Large deviation for stochastic line integrals as Lp-currents

Shigeo Kusuoka, Kazumasa Kuwada, Yozo Tamura

研究成果: Article査読

4 被引用数 (Scopus)

抄録

The large deviation principle for stochastic line integrals along Brownian paths on a compact Riemannian manifold is studied.We regard them as a random map on a Sobolev space of 1-forms.We show that the differentiability order of the Sobolev space can be chosen to be almost independent of the dimension of the underlying space by assigning higher integrability on 1-forms. The large deviation is formulated for the joint distribution of stochastic line integrals and the empirical distribution of a Brownian path. As the result, the rate function is given explicitly.

本文言語English
ページ(範囲)649-667
ページ数19
ジャーナルProbability Theory and Related Fields
147
3
DOI
出版ステータスPublished - 2010 7月

ASJC Scopus subject areas

  • 分析
  • 統計学および確率
  • 統計学、確率および不確実性

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