Large deviation theorem for empirical measures of degenerate diffusion processes
The authors consider a class of multidimensional degenerate diffusion processes \(X^\varepsilon(t)\) in \(\mathbb{R}^r\) \((r\geq 2)\) and the asymptotic properties of empirical measures. The solution \(X^\varepsilon(t)\) satisfies the stochastic differential equation NEWLINE\[NEWLINEdX^\varepsilon(t)= \sigma(X^\varepsilon(t)) dW(t)+ B(X^\varepsilon(t)) dt+ \sqrt{\varepsilon} \widetilde\sigma(X^\varepsilon(t)) d\widetilde W(t),\quad \varepsilon> 0.NEWLINE\]NEWLINE \(X^\varepsilon(t)\) are small random perturbations of the degenerate diffusion process \(X(t)\), which satisfies the stochastic differential equation NEWLINE\[NEWLINEdX(t)=\sigma(X(t)) dW(t)+ B(X(t)) dt.NEWLINE\]NEWLINE A large deviation theorem for projection measures \(\nu\) on \(\mathbb{R}^{r-n}\) \((n< r)\) of empirical measures \(\mu\) is proved.
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