Large deviation principle for complex solution to squared Bessel SDE

DOI10.1214/24-ECP632MaRDI QIDQ6654861zbMATH OpenFDO

Authors Arnab Chowdhury, Atul Shekhar

Publication date 20 December 2024

Published in Electronic Communications in Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1214/24-ECP632

zbMATH Keywords

stochastic differential equationlarge deviation principleBessel processesSchramm-Loewner-evolutions

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Large deviations of multichordal \(\mathrm{SLE}_{0+}\), real rational functions, and zeta-regularized determinants of Laplacians
• Law of the SLE tip
• Limit theorems on large deviations for semimartingales
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• Remarks on Loewner chains driven by finite variation functions
• The Bessel motion and a singular integral equation
• The Loewner equation and Lipschitz graphs
• The energy of a deterministic Loewner chain: reversibility and interpretation via SLE\(_{0+}\)

Cited in

(1)

• On Loewner chains driven by semimartingales and complex Bessel-type SDEs

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