Laplace's method for the laws of heat processes on loop spaces (Q2368788)

Let \(X^\varepsilon\) be a loop-valued process which is the solution of a stochastic differential equation with small diffusion term of order \(\varepsilon\). The aim is to work out the Laplace method and compute the limit of \(E\exp(-F(X^\varepsilon)/\varepsilon^2)\) for some functional \(F\). In this problem, there is a technical difficulty due to the noncontinuity of the Itô map associated to the equation. The idea (already used by S.~Aida in an unpublished work) is to apply the rough path theory. This theory enables to recover some continuity, and the problem can be solved.