Large deviations for the Brownian motion on loop groups

DOI10.1023/A:1011115831136MaRDI QIDQ5939310zbMATH OpenFDO

Authors Shizan Fang, Tu-Sheng Zhang

Publication date 9 January 2003

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1011115831136

zbMATH Keywords

Brownian motionlarge deviationsloop groups

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Brownian motion (60J65)

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Cited in

(17)

• Brownian surfaces with boundary and Deligne cohomology
• Small-time Gaussian behavior of symmetric diffusion semigroups
• Convergence of finite dimensional distributions of heat kernel measures on loop groups
• On the local and asymptotic behavior of Brownian motion on simply connected nilpotent Lie groups
• Laplace's method for the laws of heat processes on loop spaces
• Hamilton-Jacobi semi-groups in infinite dimensional spaces
• Large deviation principle of stochastic differential equations with non-Lipschitzian coefficients
• Riemannian distance, Rademacher theorem and transportation cost inequality on loop groups.
• A study of a class of stochastic differential equations with non-Lipschitzian coefficients
• Brownian pants and Deligne cohomology
• scientific article; zbMATH DE number 15792 (Why is no real title available?)
• On Exponential Moments for Functionals Defined on the Loop Group
• The Large-NLimits of Brownian Motions on 𝔾𝕃_N
• Large deviations for Brownian motion in evolving Riemannian manifolds
• Harnack and HWI inequalities on infinite-dimensional spaces
• Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
• Super Brownian motion on a loop group.

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