On the small time large deviations of diffusion processes on configuration spaces. (Q1879513)

Denote by \(\Gamma \) the space of all integer-valued Radon measures on the real line \(\mathbb R\). Let \(\pi \) be the Poisson measure on \(\Gamma \) with intensity \(dx\). By considering a suitable Dirichlet form \((\mathfrak E,D(\mathfrak E))\) in the space \(L^ 2(\Gamma ,\pi )\), \textit{S. Albeverio}, \textit{Yu. G. Kondratiev} and \textit{M. Röckner} [J. Funct. Anal. 154, 444-500 (1998; Zbl 0914.58028)] constructed a diffusion process \((X_ {t},P_ \gamma )\) on \(\Gamma \) which corresponds to a Poisson system of independent Brownian particles, \(X_ {t} = \sum ^ \infty _ {i=1} \delta _ {B^ {i}(t)}\), \(B^ {i}\) being independent Wiener processes. It is proven that this diffusion obeys a small time large deviation principle: Let \(\gamma _ 0 \in \Gamma \) be such that \(\langle \gamma _ 0,g\rangle <\infty \) for \(g(x) = (1+x^ 2)^ {-1}\). Then \[ \limsup _ {\varepsilon \to 0} \varepsilon \log P_ {\gamma _ 0}(X_ \varepsilon \in F)\leq -\inf _ {\eta \in F} \varrho (\eta ,\gamma _ 0)^ 2 \] and \[ \liminf _ {\varepsilon \to 0} \varepsilon \log P_ {\gamma _ 0} (X_ \varepsilon \in U) \geq -\inf _ {\eta \in U}\varrho (\eta , \gamma _ 0)^ 2 \] for all \(F\subseteq \Gamma \) closed, \(U\subseteq \Gamma \) open, where \(\varrho \) is the intrinsic metric of the Dirichlet form \((\mathfrak E, D(\mathfrak E))\).