Laplace approximations for large deviations of diffusion processes on Euclidean spaces (Q2483801)

A class of uniformly elliptic diffusion processes \(\{x_t\}_{t\geq 0}\) on Euclidean space \(\mathbb{R}^d\) has been considered. An estimate of \(E^{P_x}[ \exp CT\Phi(\frac 1T\int^T_0\delta_{x_t}\,dt)\mid x_T=y]\) as \(T\to\infty\) up to the order \(1+o (1)\), where \(\delta\) stands for delta measure and \(\Phi\) is a function on the set of measures on \(\mathbb{R}^d\), is obtained. This work is a generalization of Bolthausen-Deuschel-Tamura and Kusuoka-Liang which focus on processes on compact state space.